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Fixed income mathematics [[electronic resource] /] / Robert Zipf
| Fixed income mathematics [[electronic resource] /] / Robert Zipf |
| Autore | Zipf Robert |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, c2003 |
| Descrizione fisica | 1 online resource (343 p.) |
| Disciplina | 332.63/2044 |
| Soggetto topico |
Fixed-income securities - Mathematics
Rate of return |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-02413-9
9786611024130 1-4294-9509-X 0-08-050655-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Fixed Income Mathematics; Copyright Page; Contents; Chapter 1. Introduction-Who this Book is for and What it Hopes to Accomplish; Historical Background-The Big Change in Investment, Loan, and Money Management; What this Book Hopes to Accomplish; What Sort of Problems Might this Book Help You to Solve?; Who this Book is Meant to Address; The Mathematical Knowledge Required for this Book; The Role of Examples and Problems in this Book; Chapter 2. Interest, Its Calculation, and Return on Investment; A General Introduction to Interest; How to Compute Interest; Notation
Percentage Rate and Time PeriodReturn on Investment; Analysis of Investments or Returns without Explicit Money Values, and Intangible Investments and Returns; Chapter Summary; Chapter 3. Compound Interest; What is Compound Interest?; Using Compound Interest Tables; Looking at the Compound Interest Tables; Compounding within a Period; The Equations for Compound Interest-Compounding within a Period; Continuous Compounding: How it Works and When it Applies; The Derivation of the Equations for Continuous Compounding; What is a Mathematical Model?; Some Famous Mathematical Models Reasons for Using Continuous Functions in Financial ModelsA Business Example of Use of Continuous Functions; Further Reflections on Approach 3; Computing i, Given S, Snt, T, and N; Accuracy Requirements; Legal Requirements for Accuracy; An Example from Compound Interest; Using Tables and Interpolating between Values; The Rule of 72; A Zero Interest Rate?; Negative Interest Rates?; Real and Nominal Rates; Chapter Summary; Suggestions for Further Study; Chapter 4. Present Values; What is Present Value?; The Equation for Present Value; The General Equation for Present Value The Present Value TablesUsing Present Values to Make Project Decisions; Example of Project Analysis; Using Different Interest Rates in the Analysis; The Equations for Flow of Funds Analysis; The Various Number Systems and What They Mean; Solving Polynomial Equations; Practical Considerations in Using Calculators and Computers to Solve Polynomial Equations; Using the Bisection Method to Find Real Solutions; What if the Exponents are not Integers?; Chapter Summary; Suggestions for Further Study; Chapter 5. Annuities Certain; What is an Annuity Certain?; Examples of Annuities Certain Why Annuities Certain are ImportantThe Equation for the Present Value of an Annuity Certain; A Look at the Tables for an Annuity Certain; Solving for the Interest Rate, Given the Annuity Certain and Its Cost; The Perpetuity; The Annuity Due; Further Comments; Analysis and Calculation of Some Combination Annuities Certain; Chapter Summary; Chapter 6. Bond Price Calculation; What is a Bond?; How Bonds are Described; How to Read a Bond Market Report; What is a Call Feature?; What is a Put Option?; Discount Securities; The General Equation for Computing a Bond Price, Given the Yield A Note on Yield |
| Record Nr. | UNINA-9910458497803321 |
Zipf Robert
|
||
| Amsterdam ; ; Boston, : Academic Press, c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fixed income mathematics [[electronic resource] /] / Robert Zipf
| Fixed income mathematics [[electronic resource] /] / Robert Zipf |
| Autore | Zipf Robert |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, c2003 |
| Descrizione fisica | 1 online resource (343 p.) |
| Disciplina | 332.63/2044 |
| Soggetto topico |
Fixed-income securities - Mathematics
Rate of return |
| ISBN |
1-281-02413-9
9786611024130 1-4294-9509-X 0-08-050655-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Fixed Income Mathematics; Copyright Page; Contents; Chapter 1. Introduction-Who this Book is for and What it Hopes to Accomplish; Historical Background-The Big Change in Investment, Loan, and Money Management; What this Book Hopes to Accomplish; What Sort of Problems Might this Book Help You to Solve?; Who this Book is Meant to Address; The Mathematical Knowledge Required for this Book; The Role of Examples and Problems in this Book; Chapter 2. Interest, Its Calculation, and Return on Investment; A General Introduction to Interest; How to Compute Interest; Notation
Percentage Rate and Time PeriodReturn on Investment; Analysis of Investments or Returns without Explicit Money Values, and Intangible Investments and Returns; Chapter Summary; Chapter 3. Compound Interest; What is Compound Interest?; Using Compound Interest Tables; Looking at the Compound Interest Tables; Compounding within a Period; The Equations for Compound Interest-Compounding within a Period; Continuous Compounding: How it Works and When it Applies; The Derivation of the Equations for Continuous Compounding; What is a Mathematical Model?; Some Famous Mathematical Models Reasons for Using Continuous Functions in Financial ModelsA Business Example of Use of Continuous Functions; Further Reflections on Approach 3; Computing i, Given S, Snt, T, and N; Accuracy Requirements; Legal Requirements for Accuracy; An Example from Compound Interest; Using Tables and Interpolating between Values; The Rule of 72; A Zero Interest Rate?; Negative Interest Rates?; Real and Nominal Rates; Chapter Summary; Suggestions for Further Study; Chapter 4. Present Values; What is Present Value?; The Equation for Present Value; The General Equation for Present Value The Present Value TablesUsing Present Values to Make Project Decisions; Example of Project Analysis; Using Different Interest Rates in the Analysis; The Equations for Flow of Funds Analysis; The Various Number Systems and What They Mean; Solving Polynomial Equations; Practical Considerations in Using Calculators and Computers to Solve Polynomial Equations; Using the Bisection Method to Find Real Solutions; What if the Exponents are not Integers?; Chapter Summary; Suggestions for Further Study; Chapter 5. Annuities Certain; What is an Annuity Certain?; Examples of Annuities Certain Why Annuities Certain are ImportantThe Equation for the Present Value of an Annuity Certain; A Look at the Tables for an Annuity Certain; Solving for the Interest Rate, Given the Annuity Certain and Its Cost; The Perpetuity; The Annuity Due; Further Comments; Analysis and Calculation of Some Combination Annuities Certain; Chapter Summary; Chapter 6. Bond Price Calculation; What is a Bond?; How Bonds are Described; How to Read a Bond Market Report; What is a Call Feature?; What is a Put Option?; Discount Securities; The General Equation for Computing a Bond Price, Given the Yield A Note on Yield |
| Record Nr. | UNINA-9910784556903321 |
|
Zipf Robert
|
||
| Amsterdam ; ; Boston, : Academic Press, c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fixed income mathematics / / Robert Zipf
| Fixed income mathematics / / Robert Zipf |
| Autore | Zipf Robert |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, c2003 |
| Descrizione fisica | 1 online resource (343 p.) |
| Disciplina | 332.63/2044 |
| Soggetto topico |
Fixed-income securities - Mathematics
Rate of return |
| ISBN |
9786611024130
9781281024138 1281024139 9781429495097 142949509X 9780080506555 0080506550 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Fixed Income Mathematics; Copyright Page; Contents; Chapter 1. Introduction-Who this Book is for and What it Hopes to Accomplish; Historical Background-The Big Change in Investment, Loan, and Money Management; What this Book Hopes to Accomplish; What Sort of Problems Might this Book Help You to Solve?; Who this Book is Meant to Address; The Mathematical Knowledge Required for this Book; The Role of Examples and Problems in this Book; Chapter 2. Interest, Its Calculation, and Return on Investment; A General Introduction to Interest; How to Compute Interest; Notation
Percentage Rate and Time PeriodReturn on Investment; Analysis of Investments or Returns without Explicit Money Values, and Intangible Investments and Returns; Chapter Summary; Chapter 3. Compound Interest; What is Compound Interest?; Using Compound Interest Tables; Looking at the Compound Interest Tables; Compounding within a Period; The Equations for Compound Interest-Compounding within a Period; Continuous Compounding: How it Works and When it Applies; The Derivation of the Equations for Continuous Compounding; What is a Mathematical Model?; Some Famous Mathematical Models Reasons for Using Continuous Functions in Financial ModelsA Business Example of Use of Continuous Functions; Further Reflections on Approach 3; Computing i, Given S, Snt, T, and N; Accuracy Requirements; Legal Requirements for Accuracy; An Example from Compound Interest; Using Tables and Interpolating between Values; The Rule of 72; A Zero Interest Rate?; Negative Interest Rates?; Real and Nominal Rates; Chapter Summary; Suggestions for Further Study; Chapter 4. Present Values; What is Present Value?; The Equation for Present Value; The General Equation for Present Value The Present Value TablesUsing Present Values to Make Project Decisions; Example of Project Analysis; Using Different Interest Rates in the Analysis; The Equations for Flow of Funds Analysis; The Various Number Systems and What They Mean; Solving Polynomial Equations; Practical Considerations in Using Calculators and Computers to Solve Polynomial Equations; Using the Bisection Method to Find Real Solutions; What if the Exponents are not Integers?; Chapter Summary; Suggestions for Further Study; Chapter 5. Annuities Certain; What is an Annuity Certain?; Examples of Annuities Certain Why Annuities Certain are ImportantThe Equation for the Present Value of an Annuity Certain; A Look at the Tables for an Annuity Certain; Solving for the Interest Rate, Given the Annuity Certain and Its Cost; The Perpetuity; The Annuity Due; Further Comments; Analysis and Calculation of Some Combination Annuities Certain; Chapter Summary; Chapter 6. Bond Price Calculation; What is a Bond?; How Bonds are Described; How to Read a Bond Market Report; What is a Call Feature?; What is a Put Option?; Discount Securities; The General Equation for Computing a Bond Price, Given the Yield A Note on Yield |
| Record Nr. | UNINA-9910827382303321 |
|
Zipf Robert
|
||
| Amsterdam ; ; Boston, : Academic Press, c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| ||
