Bond math the theory behind the formulas
"This book is a guide to the calculations involved in managing bonds, with expert insight on the portfolios and investment strategies that puts the math in perspective. The book explains how to delineate the characteristics of different types of debt securities; calculate implied forward and sp...
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| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, New Jersey
Wiley
2014
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| Edition: | Second edition |
| Series: | Wiley finance
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| Subjects: | |
| Online Access: | |
| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | "This book is a guide to the calculations involved in managing bonds, with expert insight on the portfolios and investment strategies that puts the math in perspective. The book explains how to delineate the characteristics of different types of debt securities; calculate implied forward and spot rates and discount factors; work with rates of return, yield statistics, and interest rate swaps; and understand duration-based risk measures"-- |
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| Physical Description: | 1 online resource |
| ISBN: | 1118866363 1118866290 9781118866368 9781118866290 1118866320 9781118866320 |