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Introduction to fixed income analytics

Author: Frank J Fabozzi; Steven V Mann
Publisher: New Hope, Pa. : Frank J. Fabozzi ; [Great Britain] : Wiley, ©2001.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Presents how the variety of fixed income vehicles has generated difficulties for finance managers and investors in determining accurate valuations and analyses. This book offers reference on the  Read more...

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Document Type: Book
All Authors / Contributors: Frank J Fabozzi; Steven V Mann
ISBN: 1883249945 9781883249946
OCLC Number: 48417287
Notes: Includes index.
Description: iii, 342 pages : illustrations ; 24 cm
Contents: 1. Time value of money --
2. Yield curve analysis: spot rates and forward rates --
3. Day count conventions and accrued interest --
4. Valuation of option-free bonds --
5. Yield measures --
6. Valuation of bonds with embedded options --
7. Cash flow for mortgage-backed securities and amortizing asset-backed securities --
8. Valuation of mortgage-backed and asset-backed securities --
9. Analysis of floating-rate securities --
10. Total return --
11. Measuring interest rate risk --
12. Analysis of interest rate swaps --
13. Estimating yield volatility.
Responsibility: Frank J. Fabozzi, Steven V. Mann.

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