| Description |
1 online resource (xiv, 272 pages) : illustrations. |
| Series |
[Wiley finance] |
|
Wiley finance series.
|
| Bibliography |
Includes bibliographical references and index. |
| Contents |
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. |
| Summary |
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. |
| Subject |
Bonds -- Mathematical models.
|
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Interest rates -- Mathematical models.
|
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Zero coupon securities.
|
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Obligations (Valeurs) -- Modèles mathématiques. |
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Taux d'intérêt -- Modèles mathématiques. |
|
Obligations à coupon zéro. |
|
Bonds -- Mathematical models |
|
Interest rates -- Mathematical models |
|
Zero coupon securities |
| Other Form: |
Print version: Smith, Donald J., 1947- Bond math. Hoboken, N.J. : Wiley, ©2011 9781576603062 (DLC) 2011002031 (OCoLC)698451494 |
| ISBN |
9781118268001 (electronic bk.) |
|
1118268008 (electronic bk.) |
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9780470879214 (electronic bk.) |
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0470879211 (electronic bk.) |
|
9781118103166 (electronic bk.) |
|
1118103165 (electronic bk.) |
|
9781118103173 (e-book) |
|
1118103173 (e-book) |
|
(cloth) |
|
(cloth) |
|
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