Verfügbarkeit: Fixed income mathematics | Technische Universität München

Fixed income mathematics: analytical & statistical techniques

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Bibliographische Detailangaben
Beteilige Person:	Fabozzi, Frank J. 1948- (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	New York u.a. McGraw-Hill 1997
Ausgabe:	3. ed.
Schlagwörter:	Mathematik Fixed-income securities > Mathematics Rate of return Festverzinsliches Wertpapier Finanzanalyse Kapitalmarkt Finanzmathematik
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008517497&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	VIII, 448 S. graph. Darst.
ISBN:	0786311215

Internformat

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Datensatz im Suchindex

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adam_text	CONTENTS Chapter 1 Introduction 1 PARTI TIME VALUE OF MONEY Chapter 2 Future Value 7 Chapter 3 Present Value 19 Chapter 4 Yield (Internal Rate of Return) 34 PARTn . BOND PRICING AND YIELD MEASURES FOR OPTION FREE BONDS Chapter 5 The Price of a Bond 47 Chapter 6 Conventional Yield Measures for Bonds 73 Chapter 7 The Yield Curve, Spot Rate Curve, and Forward Rates 93 PARTin RETURN ANALYSIS Chapter 8 Potential Sources of Dollar Return 115 Chapter 9 Total Return 129 Contents v Chapter 10 Measuring Historical Performance 153 PART IV PRICE VOLATILITY FOR OPTION FREE BONDS Chapter 11 Price Volatility of Option Free Bonds 165 Chapter 12 Price Volatility Measures: PVBP and YV of a Price Change 178 Chapter 13 Price Volatility Measures: Duration 187 Chapter 14 Price Volatility Measures: Convexity 219 Chapter 15 Duration and the Yield Curve 243 PARTY ANALYZING BONDS WITH EMBEDDED OPTIONS Chapter 16 Call Options: Investment and Price Characteristics 257 Chapter 17 Valuation and Price Volatility of Bonds with Embedded Options 274 PART VI ANALYZING MORTGAGE BACKED SECURITIES Chapter 18 Cash Flow Characteristics of Mortgages 303 Chapter 19 Cash Flow Characteristics of Mortgage Backed Securities 322 Chapter 20 ^ Analysis of Mortgage Backed Securities 356 vi Contents PARTVII STATISTICAL AND OPTIMIZATION TECHNIQUES Chapter 21 Probability Theory 377 Chapter 22 Simulation 403 Chapter 23 Regression Analysis 419 Chapter 24 Optimization Models 435 INDEX 443
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spellingShingle	Fabozzi, Frank J. 1948- Fixed income mathematics analytical & statistical techniques Mathematik Fixed-income securities Mathematics Rate of return Mathematik (DE-588)4037944-9 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Finanzanalyse (DE-588)4133000-6 gnd Kapitalmarkt (DE-588)4029578-3 gnd Finanzmathematik (DE-588)4017195-4 gnd
subject_GND	(DE-588)4037944-9 (DE-588)4121262-9 (DE-588)4133000-6 (DE-588)4029578-3 (DE-588)4017195-4
title	Fixed income mathematics analytical & statistical techniques
title_auth	Fixed income mathematics analytical & statistical techniques
title_exact_search	Fixed income mathematics analytical & statistical techniques
title_full	Fixed income mathematics analytical & statistical techniques Frank J. Fabozzi
title_fullStr	Fixed income mathematics analytical & statistical techniques Frank J. Fabozzi
title_full_unstemmed	Fixed income mathematics analytical & statistical techniques Frank J. Fabozzi
title_short	Fixed income mathematics
title_sort	fixed income mathematics analytical statistical techniques
title_sub	analytical & statistical techniques
topic	Mathematik Fixed-income securities Mathematics Rate of return Mathematik (DE-588)4037944-9 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Finanzanalyse (DE-588)4133000-6 gnd Kapitalmarkt (DE-588)4029578-3 gnd Finanzmathematik (DE-588)4017195-4 gnd
topic_facet	Mathematik Fixed-income securities Mathematics Rate of return Festverzinsliches Wertpapier Finanzanalyse Kapitalmarkt Finanzmathematik
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008517497&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
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