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Record Nr. |
UNINA9910140753803321 |
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Autore |
Fabozzi Frank J |
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Titolo |
Introduction to fixed income analytics [[electronic resource] ] : relative value analysis, risk measures, and valuation / / Frank J. Fabozzi, Steven V. Mann |
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Pubbl/distr/stampa |
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Hoboken, N.J., : Wiley, 2010 |
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ISBN |
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1-282-81711-6 |
9786612817113 |
0-470-92209-5 |
1-118-26664-1 |
0-470-92207-9 |
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Edizione |
[2nd ed.] |
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Descrizione fisica |
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1 online resource (499 p.) |
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Collana |
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Frank J. Fabozzi series ; ; 191 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Fixed-income securities |
Fixed-income securities - Mathematics |
Rate of return |
Risk management |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures, and Valuation, Second Edition; Contents; Preface; About the Authors; Chapter 1: Time Value of Money; Chapter 2: Yield Curve Analysis; Chapter 3: Day Count Conventions and Accrued Interest; Chapter 4: Valuation of Option-Free Bonds; Chapter 5: Yield Measures; Chapter 6: Analysis of Floating Rate Securities; Chapter 7: Valuation of Bonds with Embedded Options; Chapter 8: Cash Flow for Mortgage-Backed Securities and Amortizing Asset-Backed Securities |
Chapter 9: Valuation of Mortgage-Backed and Asset-Backed SecuritiesChapter 10: Analysis of Convertible Bonds; Chapter 11: Total Return; Chapter 12: Measuring Interest Rate Risk; Chapter 13: Value-at-Risk Measure and Extensions; Chapter 14: Analysis of Inflation-Protected Bonds; Chapter 15: The Tools of Relative Value Analysis; Chapter 16: Analysis of Interest Rate Swaps; Chapter 17: Estimating Yield Volatility; Index |
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