The standard reference for fixed income portfolio managers
Despite their conservative nature, fixed income instruments are among the investment industry's most complex and potentially risky investments. Fixed Income Mathematics is recognized worldwide as the essential professional reference for understanding the concepts and evaluative methodologies for bonds, mortgage-backed securities, asset-backed securities, and other fixed income instruments.
This fully revised and updated fourth edition features all-new illustrations of the future and present value of money, with appendices on continuous compounding and new sections and chapters addressing risk measures, cash flow characteristics of credit-sensitive mortgage-backed and asset-backed securities, and more.
- ISBN13 9780071460736
- Publish Date 16 December 2006
- Publish Status Out of Print
- Out of Print 8 September 2022
- Publish Country US
- Publisher McGraw-Hill Education - Europe
- Imprint McGraw-Hill Contemporary
- Edition 4th edition
- Format Hardcover
- Pages 600
- Language English