000			01454cam a22003255a 4500
001			ssj0001367547
003			OSt
005			20161020143610.0
008			140516t2014 njua frb 001 0 eng d
020			_a9781118866320
040			_aDLC _beng _cDLC _dEG-ScBUE
082	0	4	_a332.632301519 _222 _bSMI
100	1		_aSmith, Donald J., _d1947-
245	1	0	_aBond math _bthe theory behind the formulas / _cDonald J. Smith.
250			_a2nd ed.
260			_aHoboken : _bJohn wiley & Sons Inc., _cc.2014.
300			_axv, 288 p. : _bill. ; _c26 cm.
490	0		_aWiley finance series.
500			_aIndex : p. 281-288.
504			_aIncludes bibliographical references.
506			_aAvailable on campus and off campus with authorized login.
520			_a"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"--
590			_aSAMEH
650		7	_aBonds _xMathematical models. _2BUEsh
650		7	_aInterest rates _xMathematical models. _2BUEsh
650		7	_aZero coupon securities. _2BUEsh
651			_2BUEsh
653			_bBUSADM _cOctober2016
942			_2ddc
999			_c22731 _d22703