

FIXED INCOME MATHEMATICS 3/E
Analytical & Statistical Techniques

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Frank Fabozzi 
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McGrawHill 
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1997 / 456 pages 
ISBN 
0786311215 
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45,000¿ø




TITLE INFORMATION

Dont let the conservative nature of many fixed income intruments mislead you! These are complex, potentially risky investments, and Fixed Income Mathematics is required reading if you are to maximize both income and capital growth from fixed income investing. An expert, thorough analysis of this volatile markets latest developments is presented in the straightforward, comprehensive style that has become a Fabozzi trademark. It will leave you with a greater ability to utilize and take advantage of basic strategies as well as the newest advances in fixed income analysis and research.


Table of Contents 
Chapter 1 Introduction
PART 1 TIME VALUE OF MONEY Chapter 2 Future Value Chapter 3 Present Value Chapter 4 Yield
PART 2 BOND PRICING YIELD MEASURES FOR OPTIONFREE BONDS Chapter 5 The Price of Bond Chapter 6 Conventional Yield Measures for Bonds Chapter 7 The Yield Curve,Spot Rate Curve, and Forward Rates
PART 3 RETURN ANALYSIS Chapter 8 Potential Sources of Dollar Return Chapter 9 Total Return Chapter 10 Measuring Historical Performance
PART 4 PRICE VOLATILITY FOR OPTIONFREE BONDS Chapter 11 Price Volatility for OptionFree Bonds Chapter 12 Price Volatility Measures : PVBP and YV of a Price Change Chapter 13 Price Volatility Measures : Duration Chapter 14 Price Volatility Measures : Convexity Chapter 15 Duration and the Yield Curve
PART 5 ANALYZING BONDS WITH EMBEDDED OPTIONS Chapter 16 Call Options : Investment and Price Characteristics Chapter 17 Valuation and Price Volatility of Bonds with Embedded Options
PART 6 ANALYZING MORTGATEBACKED SECURITIES Chapter 18 Cash Flow Characteristics of Mortgages Chapter 19 Cash Flow Characteristics of MortgageBacked Securities Chapter 20 Analysis of MortgageBacked Securities
PART 7 STATISTICAL AND OPTMIZATION TECHNIQUES Chapter 21 Probability Theory Chapter 22 Simulation Chapter 23 Regression Analysis Chapter 24 Optimization Models



