Bond math : the theory behind the formulas /
"This book is a guide to the calculations involved in managing bonds, with expert insight on the portfolios and investment strategies that puts the math in perspective. The book explains how to delineate the characteristics of different types of debt securities; calculate implied forward and sp...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Hoboken, New Jersey :
Wiley,
[2014]
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Edición: | Second edition. |
Colección: | Wiley finance
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Temas: | |
Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Sumario: | "This book is a guide to the calculations involved in managing bonds, with expert insight on the portfolios and investment strategies that puts the math in perspective. The book explains how to delineate the characteristics of different types of debt securities; calculate implied forward and spot rates and discount factors; work with rates of return, yield statistics, and interest rate swaps; and understand duration-based risk measures"-- |
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Descripción Física: | 1 online resource. |
Bibliografía: | Includes bibliographical references and index. |
ISBN: | 9781118866368 1118866363 9781118866290 1118866290 1118866320 9781118866320 |