Bond math
the theory behind the formulas
Smith, Donald J.
1947-
creator
text
bibliography
Electronic books.
nju
Hoboken, N.J
Wiley
©2011
2011
monographic
eng
1 online resource (xiv, 272 pages) : illustrations.
A guide to the theory behind bond math formulas Bond Math explores the ideas and assumptions behind commonly used statistics on risk and return for individual bonds and on fixed income portfolios. But this book is much more than a series of formulas and calculations; the emphasis is on how to think about and use bond math. Author Donald J. Smith, a professor at Boston University and an experienced executive trainer, covers in detail money market rates, periodicity conversions, bond yields to maturity and horizon yields, the implied probability of default, after-tax rates of return, implied for.
Preface -- Chapter 1 Moneymarket Interest Rates -- Chapter 2 Zero-Coupon Bonds -- Chapter 3 Prices and Yields on Coupon Bonds -- Chapter 4 Bond Taxation -- Chapter 5 Yield Curves -- Chapter 6 Duration and Convexity -- Chapter 7 Floaters and Linkers -- Chapter 8 Interest Rate Swaps -- Chapter 9 Bond Portfolios -- Chapter 10 Bond Strategies -- Technical Appendix -- Acronyms -- Bibliographic Notes -- About the Author -- Acknowledgments -- Index.
Donald J. Smith.
Includes bibliographical references and index.
Bonds
Mathematical models
Interest rates
Mathematical models
Zero coupon securities
Bonds
Mathematical models
Interest rates
Mathematical models
Zero coupon securities
BUSINESS & ECONOMICS
Investments & Securities
Bonds
Bonds
Mathematical models
Interest rates
Mathematical models
Zero coupon securities
Bonds / Mathematical models
Interest rates / Mathematical models
Zero coupon securities
HG4651 .S57 2011eb
332.63/2301519
Bond math
Smith, Donald J., 1947-
Hoboken, N.J. : Wiley, ©2011
(DLC) 2011002031
(OCoLC)698451494
Wiley finance series
9781118268001
1118268008
9780470879214
0470879211
9781118103166
1118103165
9781118103173
1118103173
CL0500000114 Safari Books Online
http://onlinelibrary.wiley.com/book/10.1002/9781118268001
http://onlinelibrary.wiley.com/book/10.1002/9781118268001
N$T
110822
20171224113714.0
ocn747426526
eng