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Download Fixed Income Mathematics: Analytical & Statistical Techniques fb2

by Frank J. Fabozzi

  • ISBN: 1557384231
  • Category: Money & Business
  • Author: Frank J. Fabozzi
  • Subcategory: Economics
  • Other formats: lrf azw lrf mobi
  • Language: English
  • Publisher: Probus Pub Co; Revised edition (February 1993)
  • Pages: 400 pages
  • FB2 size: 1801 kb
  • EPUB size: 1612 kb
  • Rating: 4.2
  • Votes: 836
Download Fixed Income Mathematics: Analytical & Statistical Techniques fb2

Topics inclue: new analytical techniques to value fixed income securities with embedded options; increases coverage of mortgage-backed securities; statistical analysis and its applications to fixed income analysis; how optimization techniques are used to structure fixed income.

Topics inclue: new analytical techniques to value fixed income securities with embedded options; increases coverage of mortgage-backed securities; statistical analysis and its applications to fixed income analysis; how optimization techniques are used to structure fixed income portfolio strategies.

Fixed Income Mathematics book. Goodreads helps you keep track of books you want to read. Start by marking Fixed Income Mathematics: Analytical and Statistical Techniques as Want to Read: Want to Read saving. Start by marking Fixed Income Mathematics: Analytical and Statistical Techniques as Want to Read: Want to Read savin. ant to Read.

Analytical & Statistical Techniques Hardcover – Import, 1 Jan 2006. by Frank J. Fabozzi (Author)

Analytical & Statistical Techniques Hardcover – Import, 1 Jan 2006. Fabozzi (Author). The author offers detailed coverage of evaluation methods for rities, asset-backed securities as well as other fixed income securities for investors and finance professionals.

Author:Fabozzi, Frank. Book Binding:Paperback. Frank J. Fabozzi is adjunct professor of finance at Yale University's School of Management

Author:Fabozzi, Frank. World of Books Ltd was founded in 2005, recycling books sold to us through charities either directly or indirectly. Fabozzi is adjunct professor of finance at Yale University's School of Management. Country of Publication.

Fabozzi, Frank J. (2006). New York: NY: McGraw Hill Publishing

City University of New York, City College of New York. Much of his earlier writing focused on fixed income securities and portfolio management with emphasis on mortgage- and asset-backed securities and structured products. Fabozzi, Frank J. New York: NY: McGraw Hill Publishing. Fabozzi, Frank . Sergio M. Focardi; Petter N. Kolm (2006).

income mathematics: analytical & statistical techniques, 3rd e. McGraw Hill (ISBN: 0 7863 1121 5)., Fabozzi, Frank J. (2003). Binomial models for equity and fixed income derivatives.

Fixed income mathematics: analytical & statistical techniques, 3rd e. Bond markets, analysis and strategies, 5th ed. Pearson/Prentice Hall (ISBN: 0 13 049782 7)., Zipf Robert (1996). Arbitrage pricing and risk neutral valuation principle Eurodollar futures Lognormal models Black formula for caps and swaptions. Chapter 0 An Overview of Global Financial Markets.

Fixed Income Mathematics" has established itself as an indispensable reference source for fixed income professionals. No other book provides such a comprehensive and authoritative overview of the analytical tools used to value bonds and measure price and yield behavior.

Provides the basics of fixed income analysis, and also the more advanced techniques used by the professionals to value the increasingly complex fixed income securities now being traded. In depth coverage of the mathematical techniques available as well as specific applications for their use in real-world investment decision-making situations. Topics inclue: new analytical techniques to value fixed income securities with embedded options; increases coverage of mortgage-backed securities; statistical analysis and its applications to fixed income analysis; how optimization techniques are used to structure fixed income portfolio strategies.
Reviews about Fixed Income Mathematics: Analytical & Statistical Techniques (7):
Vut
Ok product
Yozshugore
Unbelievable value
Hugifyn
I velieve that this book is useful as:
(1) a reference guide for particular mathematical formulas that are used in fixed income security analysis - suitable for students and professionals alike, and
(2) as a mathematical primer for novices to fixed income markets

The strengths of Fabozzi's book are in its comprehensive nature - it covers topics that range from Finance 101 (Time Value of Money) to more complicated subjects, such as duration and convexity.

The book's weakness begin with a title that might be misleading - all in all, only Part VII of the book is dedicated to some statistical analyses. The analytical depth of the book is limited and varies significantly from one area to another - for example, MBS calculations are explained in significantly greater detail than Monte Carlo simulation techniques.

The abbreviated table of contents includes:
1. Part I: Time Value of Money
2. Part II: Bond Pricing and Return Analysis
3. Part III: Bond Price Volatility
4. Part IV: The Yield Curve and its Applications to Pricing and Duration
5. Part V: Analyzing bonds with embeded call options
6. Part VI: Analyzing Mortgage-Backed Securities
7. Part VII: Statistical and Optimization Techniques
INwhite
i'm currently subjecting myself to the finance curriculum at a quant-heavy, top 5 b-school ...

while the profs consistently recommend verbose, over-complicated texts that are full of jargon & painful to read (e.g. priaulet/martelli, bodie/marcus/kane, etc.), i found this book to be the only book i need. while it doesnt spend a whole lot of time on theory & intuition, it does do a good job on fundamental math that i have been expected to master. after my profs speeds thru lecture at breakneck speed, mixing concepts & calculations, i go home & read this book to understand the math & practice the concepts.

the book is the BEST book i have used in b-school.
The Sinners from Mitar
Ok, so Fabozzi is the ultimate in reference material and general fixed income awareness. The book is good, it provides most of what you need to understand fixed income valuations, particularly essential bond pricing. However, the book really serves well mostly as a reference. There are few true explanations of formulas. With a little effort you can figure out the derivations yourself, but still, is not the point of buying a book with "mathematics" in the title to have something to guide you through that step? Again, worth having, but not the ultimate to explain the nitty gritty, though not sure that that text exists.
Abywis
Many of us will be retiring in the next few years, or may already be retired. Fixed income from our financial investments will be an important part of our lives. How many of us really know what Yield To Maturity (YTM) means? Or, for that matter, the myriad of other measurements associated with fixed-income instruments? As a retired engineer with a propensity for computational mathematics, it is my natural desire to optimize my fixed-income portfolio. This "Perfect" book gives me a good head start in my endeavors. The text is logical and easy to understand. The mathematics is "cookbook" simple. As a minimum, I will better equipped to determine the correct price for most fixed-income investments. With enough effort, I should be able to manage my own near "Perfect" portfolio. Fabozzi picks up where most writers stop, namely, the quantitative analysis.
Thank you Frank.
Doukasa
Even though this is not really a advanced book on fixed income products analysis/modeling. It is, for technical background, a good induction book for basic fixed income products with basic analysis tools.
Fabozzi's Fixed Income Mathematics functions as a great resource guide which will help one with understanding various mathematical equations behind so many industry standard concepts. It provides the reader with a quick reference utility to check, calculate and/or teach others to how financial numbers are being evaluated. A must buy for teachers as well as students of finance.

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