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- Product code: 16128
- ISBN: 0127817212,
ISBN13: 9780127817217,
366 pages, hardback
Published by Academic Press on 2003
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Description of Fixed Income Mathematics |
An introduction to common fixed income instruments and mathematics, this book offers explanations, exercises, and examples without demanding sophisticated mathematics. Not only does the author use his business and teaching experience to highlight the fundamentals of investment and management decision-making, but he also offers questions and exercises that suggest the applicability of fixed income mathematics. Written for the reader with a general mathematics background, this self-teaching book is suffused with examples that also make it a handy reference guide. It should serve as a gateway to financial mathematics and to increased competence in business analysis. An easy-to-understand introduction to the mathematics of common fixed income instruments, it offers students explanations, exercises, and examples without demanding sophisticated mathematics. It uses international comparisons to illustrate how interest is compounded.
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Contents of Fixed Income Mathematics |
Introduction
Interest
Compound Interest
Present Value
Annuities Certain
Bond Price Calculation
Future Value of Annuity
Accrued Interest
Discount Securities
Calculations for Other Securities
Quotations
Types of Yields
Sources of Return
Volatility and Its Measures
Duration
Convexity
Calculus Derivation
Probability Applications
Term Structure of Interest Rates
Uncertain and Variable Cash Flows
Mortgage Backed Securities
Futures
Options
Bibliography
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About Robert Zipf |
Robert Zipf has more than 30 years experience in the financial field, with such companies as John Hancock Mutual Life Insurance Company, IBM, Merrill Lynch, and AMBAC Indemnity Corporation. For many years, he has led seminars in municipal bonds for entry level professionals, and since 1993 has led seminars on municipal bonds and fixed income mathematics at The FT New York Institute of Finance, now FT Knowledge Financial Learning. Mr. Zipf has written two books, How Municipal Bonds Work, and How the Bond Market Works, Third Edition, and has published articles in several municipal bond related publications. He is a member of The Municipal Bond Club of New York, the American Economic Association, and The Municipal Forum of New York, where he also served as President.
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