Bond math : the theory behind the formulas / Donald J. Smith.
"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...
Saved in:
| Online Access: |
Full Text (via O'Reilly/Safari) |
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| Main Author: | |
| 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: |
| 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. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781118866368 1118866363 9781118866290 1118866290 1118866320 9781118866320 |
| Source of Description, Etc. Note: | Print version record and CIP data provided by publisher. |