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001 | ocn747426526 | ||
003 | OCoLC | ||
005 | 20171224113714.0 | ||
006 | m o d | ||
007 | cr cnu---unuuu | ||
008 | 110822s2011 njua ob 001 0 eng d | ||
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_aBUS _x036010 _2bisacsh |
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082 | 0 | 4 |
_a332.63/2301519 _222 |
049 | _aMAIN | ||
100 | 1 |
_aSmith, Donald J., _d1947- |
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245 | 1 | 0 |
_aBond math : _bthe theory behind the formulas / _cDonald J. Smith. |
260 |
_aHoboken, N.J. : _bWiley, _c©2011. |
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300 |
_a1 online resource (xiv, 272 pages) : _billustrations. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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490 | 1 | _a[Wiley finance] | |
504 | _aIncludes bibliographical references and index. | ||
588 | 0 | _aPrint version record. | |
505 | 0 | _aPreface -- 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. | |
520 | _aA 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. | ||
650 | 0 |
_aBonds _xMathematical models. |
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650 | 0 |
_aInterest rates _xMathematical models. |
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650 | 0 | _aZero coupon securities. | |
650 | 4 |
_aBonds _xMathematical models. |
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650 | 4 |
_aInterest rates _xMathematical models. |
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650 | 4 | _aZero coupon securities. | |
650 | 7 |
_aBUSINESS & ECONOMICS _xInvestments & Securities _xBonds. _2bisacsh |
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650 | 7 |
_aBonds _xMathematical models. _2fast _0(OCoLC)fst00835897 |
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650 | 7 |
_aInterest rates _xMathematical models. _2fast _0(OCoLC)fst00976191 |
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650 | 7 |
_aZero coupon securities. _2fast _0(OCoLC)fst01184288 |
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650 | 7 |
_aBonds / Mathematical models. _2local |
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650 | 7 |
_aInterest rates / Mathematical models. _2local |
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650 | 7 |
_aZero coupon securities. _2local |
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655 | 4 | _aElectronic books. | |
776 | 0 | 8 |
_iPrint version: _aSmith, Donald J., 1947- _tBond math. _dHoboken, N.J. : Wiley, ©2011 _z9781576603062 _w(DLC) 2011002031 _w(OCoLC)698451494 |
830 | 0 | _aWiley finance series. | |
856 | 4 | 0 |
_uhttp://onlinelibrary.wiley.com/book/10.1002/9781118268001 _zWiley Online Library |
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