Description

Book Synopsis

The standard reference for fixed income portfolio managersâfully updated with new analytical frameworks 

Fixed Income Mathematics is known around the world as the leading guide to understanding the concepts, valuation models for bonds with embedded option, mortgage-backed securities, asset-backed securities, and other fixed income instruments, and portfolio analytics.

Fixed Income Mathematics begins with basic concepts of the mathematics of finance, then systematically builds on them to reveal state-of-the-art methodologies for evaluating them and managing fixed-income portfolios. Concepts are illustrated with numerical examples and graphs, and you need only a basic knowledge of elementary algebra to understand them.

This new edition includes several entirely new chaptersâRisk-Adjusted Returns, Empirical Duration, Analysis of Floating-Rate Securities, Holdings-Based Return Attribution Analysis, Returns-Based Style Attribution Analysis, Mea

Fixed Income Mathematics Fifth Edition Analytical

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    £62.04

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    RRP £72.99 – you save £10.95 (15%)

    Order before 4pm today for delivery by Fri 17 Jul 2026.

    A Hardback by Frank Fabozzi, Francesco Fabozzi

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      Publisher: McGraw-Hill Education
      Publication Date: Publication Date: 30/09/2022
      ISBN13: 9781264258277, 978-1264258277
      ISBN10: 1264258275
      Also in:
      Business, Finance & Law Finance and accounting

      Description

      Book Synopsis

      The standard reference for fixed income portfolio managersâfully updated with new analytical frameworks 

      Fixed Income Mathematics is known around the world as the leading guide to understanding the concepts, valuation models for bonds with embedded option, mortgage-backed securities, asset-backed securities, and other fixed income instruments, and portfolio analytics.

      Fixed Income Mathematics begins with basic concepts of the mathematics of finance, then systematically builds on them to reveal state-of-the-art methodologies for evaluating them and managing fixed-income portfolios. Concepts are illustrated with numerical examples and graphs, and you need only a basic knowledge of elementary algebra to understand them.

      This new edition includes several entirely new chaptersâRisk-Adjusted Returns, Empirical Duration, Analysis of Floating-Rate Securities, Holdings-Based Return Attribution Analysis, Returns-Based Style Attribution Analysis, Mea

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