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Introduction to Fixed Income Analytics Frank J. Fabozzi

Introduction to Fixed Income Analytics By Frank J. Fabozzi

Introduction to Fixed Income Analytics by Frank J. Fabozzi


$19.37
Condition - Good
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Summary

Presents how the variety of fixed income vehicles has generated difficulties for finance managers and investors in determining accurate valuations and analyses. This book offers reference on the subject, on the time value of money and techniques for estimating yield volatility, and for analyzing valuations, yield measures, return, risk, and more.

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Introduction to Fixed Income Analytics Summary

Introduction to Fixed Income Analytics by Frank J. Fabozzi

The expanding variety of fixed income vehicles, in addition to their increasing intricacy, has generated difficulties for finance managers and investors in determining accurate valuations and analyses. Introduction to Fixed Income Analytics has proven to be today's most complete reference on the subject through its revolutionary insights into the time value of money and its techniques for estimating yield volatility, as well as for analyzing valuations, yield measures, return, risk, and more.

About Frank J. Fabozzi

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management. Steven V. Mann is an Associate Professor of Finance at the Darla Moore School of Business, University of South Carolina. He is a consultant to investment/commercial banks and has conducted more than 60 training programs for financial institutions throughout the United States.

Table of Contents

Time Value of Money. Yield Curve Analysis: Spot Rates and Forward Rates. Day Count Conventions and Accrued Interest. Valuation of Option--Free Bonds. Yield Measures. Valuation of Bonds with Embedded Options. Cash Flow for Mortgage--Backed Securities and Amortizing Asset--Backed Securities. Valuation of Mortgage--Backed and Asset--Backed Securities. Analysis of Floating--Rate Securities. Total Return. Measuring Interest Rate Risk. Analysis of Interest Rate Swaps. Estimating Yield Volatility. Index.

Additional information

CIN1883249945G
9781883249946
1883249945
Introduction to Fixed Income Analytics by Frank J. Fabozzi
Used - Good
Hardback
John Wiley and Sons Ltd
20010518
346
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us

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