Fixed Income Mathematics 4e Pdf

Table of contents for Fixed income mathematics : analytical & statistical techniques / by Frank J. Fabozzi.

Bibliographic record and links to related information available from the Library of Congress catalog.

Note: Contents data are machine generated based on pre-publication provided by the publisher. Contents may have variations from the printed book or be incomplete or contain other coding.

Fixed Income Mathematics: Analytical & Statistical Techniques: Fourth Edition Frank J. Fabozzi Table of contents 1. Introduction 2. Overview of Fixed Income Securities and Derivatives (NEW) Part I: TIME VALUE OF MONEY 3. Future Value 4. Present Value 5. Yield (Internal Rate of Return) Part II: BOND PRICING FOR OPTION FREE BONDS AND CONVENTIONAL YIELD MEASURES 6. The Price of a Bond 7. Conventional Yield and Spread Measures for Bonds 8. The Yield Curve, Spot Rate Curve, and Forward Rates Part III: RETURN ANALYSIS 9. Potential Sources of Dollar Return 10. Total Return 11. Measuring Historical Performance Part IV: PRICE VOLATILITY FOR OPTION-FREE BONDS 12. Price Volatility of Option-Free Bonds 13. Duration as a Measure of Price Volatility 14. Combining Duration and Convexity to Measure Price Volatility 15. Duration and the Yield Curve Part V: ANALYZING BONDS WITH EMBEDDED OPTIONS 16. Interest Rate Modeling (NEW) 17. Investment and Price Characteristics of Options 18. Valuation and Price Volatility of Bonds with Embedded Options Part VI: CREDIT RISK 19. Credit Risk Concepts and Measures for Corporate Bonds (new) Part VII: ANALYZING SECURITIZED PRODUCTS 20. Measures Used for Securitized Products 21. Cash Flow Characteristics of Amortizing Loans 22. Cash Flow Characteristics of Mortgage-Backed Securities 23. Prepayment Modeling (NEW) 24. Basics of MBS Structuring (NEW) 25. Analysis of Agency Mortgage-Backed Securities PART VIII: STATISTICAL TECHNIQUES AND THEIR APPLICATIONS IN FIXED INCOME ANALYSIS 26. Basics of Probability Theory and Statistics 27. Regresssion Analysis 28. Statistical Techniques for Credit Scoring and Risk Factor Identification(NEW) 29. Tracking Error and Multi-Factor Risk Models (NEW) 30. Monte Carlo Simulation 31. Optimization

Library of Congress Subject Headings for this publication:

Fixed-income securities -- Mathematics.
Rate of return.