| 000 | 02566cam a22003378a 4500 | ||
|---|---|---|---|
| 005 | 20250930121807.0 | ||
| 008 | 050715s2006 xxu 001 0 eng | ||
| 020 |
_a007146073X (hardcover : alk. paper) _cRM332.90 |
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| 039 | 9 |
_a200609051631 _bjamil _c200608091249 _didah _c200605171951 _dzakir _y05-17-2006 _zzakir |
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| 090 | _aHG4650.F33 2006 | ||
| 090 |
_aHG4650 _b.F33 2006 |
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| 100 | 1 |
_aFabozzi, Frank J. _937064 |
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| 245 | 1 | 0 |
_aFixed income mathematics : _banalytical & statistical techniques / _cFrank J. Fabozzi |
| 250 | _a4th ed.. | ||
| 260 |
_aNew York : _bMcGraw-Hill, _c2006 |
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| 300 |
_axix, 649 p. ; _c23 cm. |
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| 504 | _aIncludes index | ||
| 505 | 0 | _aOverview of fixed income securities and derivatives (new) -- Future value -- Present value -- Yield (internal rate of return) -- The price of a bond -- Conventional yield and spread measures for bonds -- The yield curve, spot rate curve, and forward rates -- Potential sources of dollar return -- Total return -- Measuring historical performance -- Price volatility of option-free bonds -- Duration as a measure of price volatility -- Combining duration and convexity to measure price volatility -- Duration and the yield curve -- Interest rate modeling (new) -- Investment and price characteristics of options -- Valuation and price volatility of bonds with embedded options -- Credit risk concepts and measures for corporate bonds (new) -- Measures used for securitized products -- Cash flow characteristics of amortizing loans -- Cash flow characteristics of mortgage-backed securities -- Prepayment modeling (new) -- Basics of MBS structuring (new) -- Analysis of agency mortgage-backed securities -- Basics of probability theory and statistics -- Regresssion analysis -- Statistical techniques for credit scoring and risk factor identification (new) -- Tracking error and multi-factor risk models (new) -- Monte Carlo simulation -- Optimization | |
| 650 | 0 |
_aFixed-income securities _xMathematics |
|
| 650 | 0 | _aRate of return | |
| 856 | 4 | 1 |
_3Table of contents _uhttp://www.loc.gov/catdir/toc/ecip0516/2005020285.html |
| 856 | 4 | 2 |
_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy0622/2005020285-b.html |
| 856 | 4 | 2 |
_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy0622/2005020285-d.html |
| 907 |
_a.b13730514 _b2020-10-15 _c2019-11-12 |
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| 942 |
_c01 _n0 _kHG4650.F33 2006 |
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| 914 | _avtls003327318 | ||
| 990 | _ajj | ||
| 991 | _aProgram Sains Aktuari | ||
| 998 |
_at _b2006-04-05 _cm _da _feng _gxxu _y0 _z.b13730514 |
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| 999 |
_c371471 _d371471 |
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