Verfügbarkeit: Fixed income mathematics | Technische Universität München

Fixed income mathematics: analytical and statistical techniques

Gespeichert in:

Bibliographische Detailangaben
Beteilige Person:	Fabozzi, Frank J. 1948- (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	New York [u.a.] McGraw-Hill 2006
Ausgabe:	4. ed.
Schlagwörter:	Taux de rendement Valeurs mobilières à revenus fixes - Mathématiques Mathematik Fixed-income securities > Mathematics Rate of return Finanzmathematik Kapitalmarkt Finanzanalyse Festverzinsliches Wertpapier
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015632242&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015632242&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	XIX, 649 S. graph. Darst.
ISBN:	007146073X 9780071460736

Internformat

MARC


LEADER	00000nam a2200000 c 4500
001	BV022423962
003	DE-604
005	20121123
007	t\|
008	070514s2006 xx d\|\|\| \|\|\|\| 00\|\|\| eng d
020			\|a 007146073X \|9 0-07-146073-X
020			\|a 9780071460736 \|9 978-0-07-146073-6
035			\|a (OCoLC)61115518
035			\|a (DE-599)BVBBV022423962
040			\|a DE-604 \|b ger \|e rakddb
041	0		\|a eng
049			\|a DE-1102 \|a DE-739 \|a DE-384 \|a DE-945 \|a DE-634 \|a DE-188 \|a DE-91G \|a DE-1047
050		0	\|a HG4650
082	0		\|a 332.63/2/0151 \|2 22
082	0		\|a 332.632042
082	0		\|a 332.6320151
084			\|a QK 620 \|0 (DE-625)141668: \|2 rvk
084			\|a SK 980 \|0 (DE-625)143277: \|2 rvk
084			\|a WIR 175f \|2 stub
084			\|a WIR 651f \|2 stub
100	1		\|a Fabozzi, Frank J. \|d 1948- \|e Verfasser \|0 (DE-588)129772054 \|4 aut
245	1	0	\|a Fixed income mathematics \|b analytical and statistical techniques \|c Frank J. Fabozzi
250			\|a 4. ed.
264		1	\|a New York [u.a.] \|b McGraw-Hill \|c 2006
300			\|a XIX, 649 S. \|b graph. Darst.
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
650		4	\|a Taux de rendement
650		4	\|a Valeurs mobilières à revenus fixes - Mathématiques
650		4	\|a Mathematik
650		4	\|a Fixed-income securities \|x Mathematics
650		4	\|a Rate of return
650	0	7	\|a Finanzmathematik \|0 (DE-588)4017195-4 \|2 gnd \|9 rswk-swf
650	0	7	\|a Kapitalmarkt \|0 (DE-588)4029578-3 \|2 gnd \|9 rswk-swf
650	0	7	\|a Finanzanalyse \|0 (DE-588)4133000-6 \|2 gnd \|9 rswk-swf
650	0	7	\|a Festverzinsliches Wertpapier \|0 (DE-588)4121262-9 \|2 gnd \|9 rswk-swf
650	0	7	\|a Mathematik \|0 (DE-588)4037944-9 \|2 gnd \|9 rswk-swf
689	0	0	\|a Festverzinsliches Wertpapier \|0 (DE-588)4121262-9 \|D s
689	0	1	\|a Finanzanalyse \|0 (DE-588)4133000-6 \|D s
689	0	2	\|a Finanzmathematik \|0 (DE-588)4017195-4 \|D s
689	0		\|5 DE-188
689	1	0	\|a Kapitalmarkt \|0 (DE-588)4029578-3 \|D s
689	1	1	\|a Mathematik \|0 (DE-588)4037944-9 \|D s
689	1		\|8 1\p \|5 DE-604
856	4	2	\|m Digitalisierung UB Passau \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015632242&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
856	4	2	\|m Digitalisierung UB Passau \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015632242&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA \|3 Klappentext
883	1		\|8 1\p \|a cgwrk \|d 20201028 \|q DE-101 \|u https://d-nb.info/provenance/plan#cgwrk
943	1		\|a oai:aleph.bib-bvb.de:BVB01-015632242

Datensatz im Suchindex

DE-BY-TUM_call_number	0102 WIR 175f 2012 A 7573(4)
DE-BY-TUM_katkey	1875914
DE-BY-TUM_location	01
DE-BY-TUM_media_number	040071470163
_version_	1821934637397573632
adam_text	CONTENTS Preface xvii Acknowledgments xix Chapter 1 Introduction 1 Overview of the Book 2 Chapter 2 Overview of Fixed Income Securities and Derivatives 5 General Features of Bonds 5 Bonds 7 Securitized Products 10 Preferred Stock 13 Interest-Rate Derivatives 14 Credit Derivatives 19 Summary 19 PARTI TIME VALUE OF MONEY Chapter 3 Future Value 23 Future Value of an Investment 23 Future Value of an Ordinary Annuity 28 Summary 34 Chapter 4 Present Value 37 Present Value of a Single Amount to Be Received in the Future 37 Present Value for a Fractional Period 40 Properties of Present Value 41 Present Value of a Series of Future Values 41 Present Value of an Ordinary Annuity 43 Present Value When the Frequency Is More Than Once Per Year 46 Pricing Any Financial Instrument 50 Summary 50 Appendix: Continuous Compounding 52 Chapter 5 Yield (Internal Rate of Return) 53 Computing the Yield on Any Investment 53 Yield Calculation When There Is Only One Cash Flow 58 Annualizing Yields 60 Summary 61 PART 2 BOND PRICING FOR OPTION-FREE BONDS AND CONVENTIONAL YIELD MEASURES Chapter 6 The Price of a Bond 65 Determining the Cash Flows 65 Determining the Required Yield 66 Pricing a Bond 66 Relationship between Required Yield and Price at a Given Time 71 Relationships among Coupon Rate, Required Yield, and Price 72 Time Path of a Bond 73 Analysis of Bond Price Changes 76 The Price of a Zero-Coupon Bond 78 Price Quotations 79 Determining the Price When the Settlement Date Falls between Coupon Periods 80 Price Buyer Pays and Price Quotes 87 Tax Treatment of Original-Issue Discount Coupon 87 Summary 90 Chapter 7 Conventional Yield and Spread Measures for Bonds 93 Current Yield 93 Yield to Maturity 94 Yield to Call 102 Yield to Put 104 Yield to Worst 106 Portfolio Yield 106 Yield Spread Measures 108 Summary 111 Chapter 8 The Yield Curve, Spot Rate Curve, and Forward Rates 115 A Bond is a Package of Zero-Coupon Instruments 115 The Yield Curve 116 The Spot Rate Curve 117 Pricing a Bond 122 Drawback of Traditional Yield Spread Analysis 122 Forward Rates 127 Summary 136 PART3 RETURN ANALYSIS Chapter 9 Potential Sources of Dollar Return 139 Potential Sources of Dollar Return 139 Conventional Measures and the Three Potential Sources of a Bond s Dollar Return 140 Computation of the Interest-on-Interest Component of a Bond s Dollar Return 141 Bond Characteristics That Affect the Importance of the Interest-on-Interest Component 146 Tax Considerations 149 Summary and Investment Implications 151 Chapter 10 Total Return 155 Another Look at the Drawbacks of the Yield to Maturity and Yield to Call 155 Computing the Total Return for a Bond Held to Maturity 157 Computing the Total Return for a Bond to Be Sold Prior to Maturity 163 Analyzing Callable Bonds With the Total Return 167 After-Tax Total Return to Maturity 171 Scenario Analysis 173 Application to Cheapest to Deliver for Futures Contract 176 Summary and Implications 178 Chapter 11 Measuring Historical Performance 179 Portfolio Period Return 179 Averaging Subperiod Returns 181 Annualizing Returns 186 CFA Institute Performance Presentation Standards 186 Summary 187 PART 4 PRICE VOLATILITY FOR OPTION-FREE BONDS Chapter 12 Price Volatility of Properties of Option-Free Bonds 193 A Closer Look at the Price/Yield Relationship for Option-Free Bonds 193 The Price Volatility Characteristics of Option-Free Bonds 196 Characteristics of a Bond That Affect Its Price Volatility 203 Measuring Price Volatility Using the Price Value of a Basis Point 205 Summary 212 Chapter 13 Duration as a Measure of Price Volatility 213 Macaulay Duration 213 Link between Duration and Bond Price Volatility 219 Portfolio Duration 226 Approximating Duration 228 Applications 230 Spread Duration 244 Total Risk 245 Final Note on Duration 245 Summary 246 Chapter 14____________________________________________________ Combining Duration and Convexity to Measure Price Volatility 247 Estimating Price with Duration: A Graphical Depiction 247 Measuring Convexity 249 Percentage Price Change Due to Convexity 252 Percentage Price Change Due to Duration and Convexity 253 Convexity as a Measure of the Change in Dollar Duration 260 Summary of Properties of Convexity 263 Value of Convexity 265 Approximating Convexity: Effective Convexity 268 Summary 269 Chapter 15 Duration and the Yield Curve 271 Duration and Nonparallel Yield-Curve Shifts 271 Types of Yield-Curve Shifts and Approaches to Measuring Yield-Curve Risk 274 Key Rate Durations 278 Level, Slope, and Curvature Durations 278 Yield-Curve Reshaping Durations 279 Summary 282 PART 5 ANALYZING BONDS WITH EMBEDDED OPTIONS Chapter 16 Interest-Rate Models 287 Measuring Changes in Interest Rates 287 Historical Movements in Interest Rates 288 Arbitrage-Free versus Equilibrium Interest-Rate Models 290 One-Factor versus Multifactor Models 291 One-Factor Models: Normal versus Lognormal 292 Applying the Arbitrage-Free Interest-Rate Model 294 Summary 298 Chapter 17 Call Options: Investment and Price Characteristics 301 What Is an Option? 301 Payoffs from Buying and Selling Options 301 The Intrinsic Value and Time Value of an Option 306 The Option Price 308 Sensitivity of the Theoretical Call Option Price to Changes in Factors 311 Duration of an Option 316 Summary 317 Chapter 18 Valuation and Price Volatility of Bonds with Embedded Options 319 Price/Yield Relationship for a Callable Bond 320 The Components of a Bond with an Embedded Option 321 Traditional Valuation Methodology 322 Lattice Model for Valuing Bonds with Embedded Options 323 Option-Adjusted Spread 340 Price Volatility of Bonds with Embedded Options 341 Summary 344 PART 6 CREDIT RISK Chapter 19 Credit Risk Concepts and Measures for Corporate Bonds 347 Types of Credit Risk 347 Rating Transition Table 350 Measuring Default Rates 352 Recovery Rate and Loss Given Default 353 Approaches to Credit Risk Modeling 354 Financial Ratios Used in Traditional Credit Analysis 358 PART 7 ANALYZING SECURITIZED PRODUCTS Chapter 20 Measures Used for Securitized Products 365 Structured Finance Transactions and Securitization 365 Illustration of a Securitization 366 Amortizing versus Nonamortizing Assets 368 Information Used in the Underwriting Process 368 Description of the Pool of Assets 371 Prepayment Measures 373 Defaults and Delinquencies 376 Summary 378 Appendix A: Description of Pool of Assets for CSFB Manufactured Housing Pass-Through Certificates, Series 2002-MH3 at the Cut-Off Date 380 Appendix B: Composition of the Receivables Pool for Toyota Auto Receivables 1996- A Grantor Trust $722,335,000 6.30% Asset Backed Certificates, Class A 387 Appendix C: Composition and Historical Performance of the Sears Portfolio for Sears Credit Account Master Trust II 392 Chapter 21 Cash Flow Characteristics of Amortizing Loans 397 Residential Fixed-Rate, Level-Payment, Fully Amortizing Mortgage Loans 397 Residential Adjustable-Rate Mortgages 408 Other Loan Types 416 Chapter 22 Cash Flow Characteristics of Mortgage-Backed Securities 421 The Prepayment Option and the Cash Flow 421 Overview of Agency Mortgage-Backed Securities 422 Cash Flow for an Agency CMO and Stripped MBS 447 Cash Flow for Credit-Sensitive MBS 448 Summary 450 Chapter 23 Prepayment Models for Mortgage-Backed Securities 453 Agency Prepayment Models 454 Nonagency MBS Prepayment Models 464 Summary 469 Chapter 24 Basics of MBS Structuring 471 Overview of Structuring 471 Structuring for Agency CMOs 472 Agency Mortgage Strips 490 Credit-Sensitive CMOs 490 Summary 496 Chapter 25 Analysis of Agency Mortgage-Backed Securities 497 Static Cash Flow Model 497 Monte Carlo Simulation Model 504 Market-Based Approaches to Duration Estimation for Agency MBS 511 Total Return 513 General Approach to AB S Valuation 516 Summary 518 PART 8 STATISTICAL AND OPTIMIZATION TECHNIQUES Chapter 26 Basics of Probability Theory and Statistics 523 Basic Concepts in Probability Theory 523 Basic Rules of Probability Theory 525 Random Variable and Probability Distribution 526 Discrete versus Continuous Probability Distribution 528 Describing a Probability Distribution Function 529 Discrete Probability Distributions Used in Credit Risk Modeling 534 Continuous Probability Distributions 537 Two Applications to Risk Measurement 548 Summary 555 Chapter 27 Regression Analysis 557 The Simple Linear Regression Model 557 Multiple Linear Regression Model 569 Nonlinear Regressions 570 Applications of Regression Analysis 572 Summary 575 Chapter 28 Statistical Techniques for Credit Scoring and Risk Factor Identification 577 Statistical Techniques for Credit Scoring Models 577 Principal Component Analysis 581 Summary 587 Chapter 29_________________________________ Tracking Error and Multifactor Risk Models 589 Tracking Error 589 Multifactor Risk Models 594 Summary 600 Chapter 30___________ Simulation 603 Monte Carlo Simulation 604 Steps for Monte Carlo Simulation 605 Illustration of the Steps of Monte Carlo Simulation 610 Application to a Mortgage-Backed Securities Portfolio 615 Summary 620 Chapter 31_________________________________________ Optimization Models 621 Mathematical Programming 621 Types of Mathematical Programming Models 622 Applications 624 Summary 628 Index 629 Armed with this trusted, easy-to-understand reference, readers will be able to make consis¬ tently profitable investment decisions by utilizing the very latest analytical tools and techniques for evaluating fixed income securities. Fixed Income Mathematics offers detailed coverage of the many new concepts and methodologies that have been recently introduced to the fixed income market, particularly for securitized products and credit risk management. By utilizing these advanced methods, readers can maximize the accuracy of the numbers used in decision-making and minimize risk and potential loss. More than 30 accessible chapters cover fun- damental and all-new aspects of the constantly evolving fixed income field, including: • Time Value of Money — How to compute future value of an investment, present value of cash flows, and yield • Bond Pricjng for Optktti Free Bonds and Conventional Yield Measures — How value is determined, conventional yield and spread measures for bonds, the yield curve, and the determination of spot rates and forward rates • Return Analysis — Potential sources of monetary return, use of total return, and techniques for measuring the historical return for a portfolio • Price Volatility for Option-Free Bonds — Price volatility of bonds without embedded options, two measures of price volatility, how to calculate convexity, and measures for quantifying the exposure of a shift in the yield curve • Analyzing Bonds with Embedded Options — Interest rate modeling, investment and price characteristics of options, and techniques for valuing bonds with embedded options • Credit Risk — Credit risk concepts and measures for corporate bond and credit analysis • Analyzing Securitized Products — Measures used for securitized products, cash flow characteristics of amortizing loans and MBS, results of recent prepayment models, the structuring process, analysis of agency MBS • Statistical and Optimization Techniques — Basics of probability theory and statistics, regression analysis, credit scoring and risk factor identification, tracking error, Monte Carlo simulation, optimization techniques To deal with the complexity of fixed income instruments, you must embrace new valuation methodologies, analytical techniques, and frameworks for credit risk modeling. Fixed Income Mathematics arms you with these new tools, explaining how to implement them and success¬ fully integrate them into existing investment programs.
any_adam_object	1
author	Fabozzi, Frank J. 1948-
author_GND	(DE-588)129772054
author_facet	Fabozzi, Frank J. 1948-
author_role	aut
author_sort	Fabozzi, Frank J. 1948-
author_variant	f j f fj fjf
building	Verbundindex
bvnumber	BV022423962
callnumber-first	H - Social Science
callnumber-label	HG4650
callnumber-raw	HG4650
callnumber-search	HG4650
callnumber-sort	HG 44650
callnumber-subject	HG - Finance
classification_rvk	QK 620 SK 980
classification_tum	WIR 175f WIR 651f
ctrlnum	(OCoLC)61115518 (DE-599)BVBBV022423962
dewey-full	332.63/2/0151 332.632042 332.6320151
dewey-hundreds	300 - Social sciences
dewey-ones	332 - Financial economics
dewey-raw	332.63/2/0151 332.632042 332.6320151
dewey-search	332.63/2/0151 332.632042 332.6320151
dewey-sort	3332.63 12 3151
dewey-tens	330 - Economics
discipline	Mathematik Wirtschaftswissenschaften
edition	4. ed.
format	Book
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02621nam a2200613 c 4500</leader><controlfield tag="001">BV022423962</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20121123 </controlfield><controlfield tag="007">t\|</controlfield><controlfield tag="008">070514s2006 xx d\|\|\| \|\|\|\| 00\|\|\| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">007146073X</subfield><subfield code="9">0-07-146073-X</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780071460736</subfield><subfield code="9">978-0-07-146073-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)61115518</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV022423962</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1102</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-1047</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG4650</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.63/2/0151</subfield><subfield code="2">22</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.632042</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.6320151</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 620</subfield><subfield code="0">(DE-625)141668:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 175f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">WIR 651f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Fabozzi, Frank J.</subfield><subfield code="d">1948-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)129772054</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Fixed income mathematics</subfield><subfield code="b">analytical and statistical techniques</subfield><subfield code="c">Frank J. Fabozzi</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">4. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York [u.a.]</subfield><subfield code="b">McGraw-Hill</subfield><subfield code="c">2006</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XIX, 649 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Taux de rendement</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Valeurs mobilières à revenus fixes - Mathématiques</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fixed-income securities</subfield><subfield code="x">Mathematics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Rate of return</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kapitalmarkt</subfield><subfield code="0">(DE-588)4029578-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzanalyse</subfield><subfield code="0">(DE-588)4133000-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Festverzinsliches Wertpapier</subfield><subfield code="0">(DE-588)4121262-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematik</subfield><subfield code="0">(DE-588)4037944-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Festverzinsliches Wertpapier</subfield><subfield code="0">(DE-588)4121262-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Finanzanalyse</subfield><subfield code="0">(DE-588)4133000-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Kapitalmarkt</subfield><subfield code="0">(DE-588)4029578-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Mathematik</subfield><subfield code="0">(DE-588)4037944-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Passau</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015632242&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Passau</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015632242&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Klappentext</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-015632242</subfield></datafield></record></collection>
id	DE-604.BV022423962
illustrated	Illustrated
indexdate	2024-12-20T12:55:05Z
institution	BVB
isbn	007146073X 9780071460736
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-015632242
oclc_num	61115518
open_access_boolean
owner	DE-1102 DE-739 DE-384 DE-945 DE-634 DE-188 DE-91G DE-BY-TUM DE-1047
owner_facet	DE-1102 DE-739 DE-384 DE-945 DE-634 DE-188 DE-91G DE-BY-TUM DE-1047
physical	XIX, 649 S. graph. Darst.
publishDate	2006
publishDateSearch	2006
publishDateSort	2006
publisher	McGraw-Hill
record_format	marc
spellingShingle	Fabozzi, Frank J. 1948- Fixed income mathematics analytical and statistical techniques Taux de rendement Valeurs mobilières à revenus fixes - Mathématiques Mathematik Fixed-income securities Mathematics Rate of return Finanzmathematik (DE-588)4017195-4 gnd Kapitalmarkt (DE-588)4029578-3 gnd Finanzanalyse (DE-588)4133000-6 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Mathematik (DE-588)4037944-9 gnd
subject_GND	(DE-588)4017195-4 (DE-588)4029578-3 (DE-588)4133000-6 (DE-588)4121262-9 (DE-588)4037944-9
title	Fixed income mathematics analytical and statistical techniques
title_auth	Fixed income mathematics analytical and statistical techniques
title_exact_search	Fixed income mathematics analytical and statistical techniques
title_full	Fixed income mathematics analytical and statistical techniques Frank J. Fabozzi
title_fullStr	Fixed income mathematics analytical and statistical techniques Frank J. Fabozzi
title_full_unstemmed	Fixed income mathematics analytical and statistical techniques Frank J. Fabozzi
title_short	Fixed income mathematics
title_sort	fixed income mathematics analytical and statistical techniques
title_sub	analytical and statistical techniques
topic	Taux de rendement Valeurs mobilières à revenus fixes - Mathématiques Mathematik Fixed-income securities Mathematics Rate of return Finanzmathematik (DE-588)4017195-4 gnd Kapitalmarkt (DE-588)4029578-3 gnd Finanzanalyse (DE-588)4133000-6 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Mathematik (DE-588)4037944-9 gnd
topic_facet	Taux de rendement Valeurs mobilières à revenus fixes - Mathématiques Mathematik Fixed-income securities Mathematics Rate of return Finanzmathematik Kapitalmarkt Finanzanalyse Festverzinsliches Wertpapier
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015632242&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015632242&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT fabozzifrankj fixedincomemathematicsanalyticalandstatisticaltechniques

Verfügbarkeit

Bestellen (Login erforderlich)

Inhaltsverzeichnis
Paper/Kapitel scannen lassen

Teilbibliothek Mathematik & Informatik

Bestandsangaben von Teilbibliothek Mathematik & Informatik
Signatur:	0102 WIR 175f 2012 A 7573(4) Lageplan
Exemplar 1	Ausleihbar Am Standort