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...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Smith, Donald J., 1947-
Format:	eBook
Language:	English
Published:	Hoboken, New Jersey : Bloomberg Press, [2014]
Edition:	Second edition.
Series:	Wiley finance series.
Subjects:	Bonds > Mathematical models. Interest rates > Mathematical models. Zero coupon securities.