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Fixed Income Mathematics Analytical & Statistical Techniques by Frank J. Fabozzi

Fixed Income Mathematics Analytical & Statistical Techniques


Fixed Income Mathematics Analytical & Statistical Techniques by Frank J. Fabozzi

The standard reference for fixed income portfolio managers Despite their conservative nature, fixed income instruments are among the investment industry's most complex and potentially risky investments. Fixed Income Mathematics is recognized worldwide as the essential professional reference for understanding the concepts and evaluative methodologies for bonds, mortgage-backed securities, asset-backed securities, and other fixed income instruments. This fully revised and updated fourth edition features all-new illustrations of the future and present value of money, with appendices on continuous compounding and new sections and chapters addressing risk measures, cash flow characteristics of credit-sensitive mortgage-backed and asset-backed securities, and more.

About the Author

Frank J. Fabozzi, Ph.D., CFA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management and editor of the Journal of Portfolio Management. One of the world's foremost authorities on fixed income securities and derivative instruments, Fabozzi is the bestselling author or editor of more than fifty books, including The Handbook of Fixed Income Securities.

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Book Info

Publication date

16th December 2005


Frank J. Fabozzi

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McGraw-Hill Contemporary an imprint of McGraw-Hill Education - Europe


600 pages


Investment & securities



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