Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Introduction to fixed income analytics [[electronic resource] ] : relative value analysis, risk measures, and valuation / / Frank J. Fabozzi, Steven V. Mann
| Introduction to fixed income analytics [[electronic resource] ] : relative value analysis, risk measures, and valuation / / Frank J. Fabozzi, Steven V. Mann |
| Autore | Fabozzi Frank J |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2010 |
| Descrizione fisica | 1 online resource (499 p.) |
| Disciplina | 332.63/2 |
| Altri autori (Persone) | MannSteven V |
| Collana | Frank J. Fabozzi series |
| Soggetto topico |
Fixed-income securities
Fixed-income securities - Mathematics Rate of return Risk management |
| ISBN |
1-282-81711-6
9786612817113 0-470-92209-5 1-118-26664-1 0-470-92207-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 |
| Record Nr. | UNINA-9910140753803321 |
Fabozzi Frank J
|
||
| Hoboken, N.J., : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to fixed income analytics : relative value analysis, risk measures, and valuation / / Frank J. Fabozzi, Steven V. Mann
| Introduction to fixed income analytics : relative value analysis, risk measures, and valuation / / Frank J. Fabozzi, Steven V. Mann |
| Autore | Fabozzi Frank J |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2010 |
| Descrizione fisica | 1 online resource (499 p.) |
| Disciplina | 332.63/2 |
| Altri autori (Persone) | MannSteven V |
| Collana | Frank J. Fabozzi series |
| Soggetto topico |
Fixed-income securities
Fixed-income securities - Mathematics Rate of return Risk management |
| ISBN |
1-282-81711-6
9786612817113 0-470-92209-5 1-118-26664-1 0-470-92207-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 |
| Record Nr. | UNINA-9910820074103321 |
|
Fabozzi Frank J
|
||
| Hoboken, N.J., : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||