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100   $a20100625d2010      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aIntroduction to fixed income analytics$b[electronic resource] $erelative value analysis, risk measures, and valuation /$fFrank J. Fabozzi, Steven V. Mann
205   $a2nd ed.
210   $aHoboken, N.J. $cWiley$d2010
215   $a1 online resource (499 p.)
225 1 $aFrank J. Fabozzi series ;$v191
300   $aIncludes index.
311   $a0-470-57213-2 
320   $aIncludes bibliographical references and index.
327   $aIntroduction 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
327   $aChapter 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
330   $aA comprehensive introduction to the key concepts of fixed income analytics  The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Since publication over eight years ago, the markets have experienced cathartic change. That's why authors Frank Fabozzi and Steven Mann have returned with a fully updated Second Edition. This reliable resource reflects current economic conditions, and offers additional chapters on relative valu
410  0$aFrank J. Fabozzi series ;$v191.
606   $aFixed-income securities
606   $aFixed-income securities$xMathematics
606   $aRate of return
606   $aRisk management
615  0$aFixed-income securities.
615  0$aFixed-income securities$xMathematics.
615  0$aRate of return.
615  0$aRisk management.
676   $a332.63/2
700   $aFabozzi$b Frank J$0109596
701   $aMann$b Steven V$0980046
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910140753803321
996   $aIntroduction to fixed income analytics$92235260
997   $aUNINA