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Fixed income mathematics /

An introduction to common fixed income instruments and mathematics, this book offers explanations, exercises, and examples without demanding sophisticated mathematics. Not only does the author use his business and teaching experience to highlight the fundamentals of investment and management decisio...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Zipf, Robert
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; Boston : Academic Press, �2003.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Introduction; Interest; Compound Interest; Present Value; Annuities Certain; Bond Price Calculation; Future Value of Annuity; Accrued Interest; Discount Securities; Calculations for Other Securities; Quotations; Types of Yields; Sources of Return; Volatility and Its Measures; Duration' Convexity; Calculus Derivation; Probability Applications; Term Structure of Interest Rates; Uncertain and Variable Cash Flows; Mortgage Backed Securities; Futures; Options; Bibliography.