Bond math
Smith, Donald J., 1947-
Bond math the theory behind the formulas / Donald J. Smith. - 2nd ed. - Hoboken : John wiley & Sons Inc., c.2014. - xv, 288 p. : ill. ; 26 cm. - Wiley finance series. .
Index : p. 281-288.
Includes bibliographical references.
Available on campus and off campus with authorized login.
"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 spot rates and discount factors; work with rates of return, yield statistics, and interest rate swaps; and understand duration-based risk measures"--
9781118866320
Bonds--Mathematical models.
Interest rates--Mathematical models.
Zero coupon securities.
332.632301519 / SMI
Bond math the theory behind the formulas / Donald J. Smith. - 2nd ed. - Hoboken : John wiley & Sons Inc., c.2014. - xv, 288 p. : ill. ; 26 cm. - Wiley finance series. .
Index : p. 281-288.
Includes bibliographical references.
Available on campus and off campus with authorized login.
"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 spot rates and discount factors; work with rates of return, yield statistics, and interest rate swaps; and understand duration-based risk measures"--
9781118866320
Bonds--Mathematical models.
Interest rates--Mathematical models.
Zero coupon securities.
332.632301519 / SMI