{"product_id":"fixed-income-mathematics-fifth-edition-analytical-and-statistical-techniques-hardcover","title":"Fixed Income Mathematics, Fifth Edition: Analytical and Statistical Techniques - Hardcover","description":"\u003cdiv\u003e\u003cp style=\"text-align: right;\"\u003e\u003ca href=\"https:\/\/reportcopyrightinfringement.com\/\" target=\"_blank\" rel=\"nofollow\"\u003e\u003cb\u003eReport copyright infringement\u003c\/b\u003e\u003c\/a\u003e\u003c\/p\u003e\u003c\/div\u003e\u003cp\u003eby \u003cb\u003eFrank J. Fabozzi  Cfa\u003c\/b\u003e (Author), \u003cb\u003eFrancesco Fabozzi\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eThe standard reference for fixed income portfolio managers--fully updated with new analytical frameworks \u003c\/b\u003e\u003c\/p\u003e\u003cp\u003e\u003ci\u003eFixed Income Mathematics\u003c\/i\u003e is known around the world as the leading guide to understanding the concepts, valuation models for bonds with embedded option, mortgage-backed securities, asset-backed securities, and other fixed income instruments, and portfolio analytics.\u003c\/p\u003e\u003cp\u003e\u003ci\u003eFixed Income Mathematics\u003c\/i\u003e begins with basic concepts of the mathematics of finance, then systematically builds on them to reveal state-of-the-art methodologies for evaluating them and managing fixed-income portfolios. Concepts are illustrated with numerical examples and graphs, and you need only a basic knowledge of elementary algebra to understand them.\u003c\/p\u003e\u003cp\u003eThis new edition includes several entirely new chapters―Risk-Adjusted Returns, Empirical Duration, Analysis of Floating-Rate Securities, Holdings-Based Return Attribution Analysis, Returns-Based Style Attribution Analysis, Measuring Bond Liquidity, and Machine Learning―and provides substantially revised chapters on: \u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eInterest rate modeling\u003c\/li\u003e\n\u003cli\u003eProbability theory\u003c\/li\u003e\n\u003cli\u003eOptimization models and applications to bond portfolio management\u003c\/li\u003e\n\u003cli\u003eHistorical return measures\u003c\/li\u003e\n\u003cli\u003eMeasuring historical return volatility\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003e\u003c\/p\u003eThe concepts and methodologies for managing fixed income portfolios has improved dramatically over the past 15 years. This edition explains these changes and provides the knowledge you need to value fixed-income securities and measure the various types of risks associated with individual securities and portfolios.\u003cp\u003e\u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 624\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 1.3 x 9.1 x 5.8 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eIllustrated:\u003c\/strong\u003e Yes\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e September 05, 2022\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":49147422605564,"sku":"9781264258277","price":154.0,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0002\/8344\/3259\/files\/ZGdFRjBLT3RLanUxaXYwQ3lIaDlodz09.webp?v=1780172136","url":"https:\/\/howardimports.myshopify.com\/products\/fixed-income-mathematics-fifth-edition-analytical-and-statistical-techniques-hardcover","provider":"Zyayre","version":"1.0","type":"link"}