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Bond math the theory behind the formulas / Donald J. Smith.

By: Smith, Donald J, 1947-.
Material type: materialTypeLabelBookSeries: Wiley finance series.Publisher: Hoboken : John wiley & Sons Inc., c.2014Edition: 2nd ed.Description: xv, 288 p. : ill. ; 26 cm.ISBN: 9781118866320.Subject(s): Bonds -- Mathematical models | Interest rates -- Mathematical models | Zero coupon securities | | BAEPS, Business Administration October2016DDC classification: 332.632301519 Summary: "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"--
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Item type Current location Collection Call number Vol info Status Date due Barcode Item holds
Book - Borrowing Book - Borrowing Central Library
First floor
Academic Bookshop 332.632301519 SMI (Browse shelf) 9154 Available 000034217
Total holds: 0

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"--

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