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Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques (Hardcover, 5th edition)
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Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques (Hardcover, 5th edition)
Expected to ship within 12 - 17 working days
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The brand-new edition of this classic guide for high-level
investors covers the latest tools and techniques for dealing with
all aspects of fixed-income portfolio management Fixed Income
Mathematics is known around the world as the leading guide to
understanding the concepts and evaluative methodologies for bonds,
mortgage-backed securities, asset-backed securities, and other
fixed income instruments-and the fifth edition gets you up to date
on the newest analytical frameworks. 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 numerous entirely new
chapters-Risk-Adjusted Returns, Empirical Duration, Analysis of
Floating-Rate Securities, Holdings-Based Return Attribution
Analysis, Returns-Based Style Attribution Analysis, Measuring Bond
Liquidity, Descriptive Measures, and Machine Learning-and provides
substantially revised chapters on: Interest rate modeling
Probability theory Optimization models and applications to bond
portfolio management Historical return measures Measuring
historical return volatility The concepts and methodologies for
evaluating fixed income securities have changed dramatically over
the past 15 years. This edition explains the numbers behind these
changes and provides the knowledge you need to consistently control
both the cost and risk of investing in debt.
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