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Fixed Income Mathematics: Analytical and Statistical Techniques.
Appartenance & droits
FABOZZI Frank J. ; FABOZZI Francesco A.
2022
595
134.54-FABOZ
CAPITAL MARKET ; BOND ; MARKET RISK ; LIQUIDITY ; PRODUIT FINANCIER ; FINANCIAL STATISTICS ; FINANCIAL MATHEMATICS
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [available] |
ISBN 13 : 978-1264258277
Contents :
Part 1. Time value of money
Part 2. Bond pricing for option-free bonds and conventional yield measures
Part 3. Return analysis and return measures
Part 4. Price volatility for option-free bonds
Part 5. Historical return and yield volatility
Part 6. Analyzing bonds with embedded options
Part 7. Credit and liquidity concepts
Part 8. Analyzing securitized products
Part 9. Performance analysis
Part 10. Statistical and optimization techniques
Index
Language : English
Print : 5ème
Location : Nice Library
Material : Paper
Statement : Présent
Faculty's books : Oui
Owner : Bibliothèque