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Bond math the theory behind the formulas

A guide to the theory behind bond math formulas Bond Math explores the ideas and assumptions behind commonly used statistics on risk and return for individual bonds and on fixed income portfolios. But this book is much more than a series of formulas and calculations; the emphasis is on how to think...

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Bibliographic Details
Main Author: Smith, Donald J.
Format: eBook
Language:English
Published: Hoboken, N.J. Wiley 2011
Series:[Wiley finance]
Subjects:
Taux D'intérêt / Modèles Mathématiques
Zero Coupon Securities / Fast
Interest Rates / Mathematical Models / Fast
Business & Economics / Investments & Securities / Bonds / Bisacsh
Interest Rates / Mathematical Models
Zero Coupon Securities / Http://id.loc.gov/authorities/subjects/sh86002949
Bonds / Mathematical Models
Obligations à Coupon Zéro
Obligations (valeurs) / Modèles Mathématiques
Bonds / Mathematical Models / Fast
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Table of Contents:
  • Includes bibliographical references and index
  • Preface
  • Chapter 1 Moneymarket Interest Rates
  • Chapter 2 Zero-Coupon Bonds
  • Chapter 3 Prices and Yields on Coupon Bonds
  • Chapter 4 Bond Taxation
  • Chapter 5 Yield Curves
  • Chapter 6 Duration and Convexity
  • Chapter 7 Floaters and Linkers
  • Chapter 8 Interest Rate Swaps
  • Chapter 9 Bond Portfolios
  • Chapter 10 Bond Strategies
  • Technical Appendix
  • Acronyms
  • Bibliographic Notes
  • About the Author
  • Acknowledgments
  • Index

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