Bond math : the theory behind the formulas /

• Κύριος συγγραφέας: Smith, Donald J., 1947-
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken, N.J. : Wiley, [2011]
• Σειρά: Wiley finance series.
• Θέματα: Bonds > Mathematical models.; Interest rates > Mathematical models.; Zero coupon securities.; BUSINESS & ECONOMICS > Investments & Securities > Bonds.; Bonds / Mathematical models.; Interest rates / Mathematical models.; Electronic books.

A guide to the theory behind bond math formulas Bond Math explores the ideas and assumptions behind commonly used statistics on risk and return for individual bonds and on fixed income portfolios. But this book is much more than a series of formulas and calculations; the emphasis is on how to think...

Πίνακας περιεχομένων:

• Preface
• Chapter 1 Moneymarket Interest Rates
• Chapter 2 Zero-Coupon Bonds
• Chapter 3 Prices and Yields on Coupon Bonds
• Chapter 4 Bond Taxation
• Chapter 5 Yield Curves
• Chapter 6 Duration and Convexity
• Chapter 7 Floaters and Linkers
• Chapter 8 Interest Rate Swaps
• Chapter 9 Bond Portfolios
• Chapter 10 Bond Strategies
• Technical Appendix
• Acronyms
• Bibliographic Notes
• About the Author
• Acknowledgments
• Index.