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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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Smith, Donald J., 1947-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, New Jersey : Wiley, [2014]
Edición:Second edition.
Colección:Wiley finance
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Descripción
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"--
Descripción Física:1 online resource.
Bibliografía:Includes bibliographical references and index.
ISBN:9781118866368
1118866363
9781118866290
1118866290
1118866320
9781118866320