Bond math the theory behind the formulas / Donald J. Smith.

Author/creator Smith, Donald J., 1947-
Format Electronic
EditionSecond edition.
Publication InfoHoboken, New Jersey : Wiley, [2014]
Description1 online resource.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

SeriesWiley finance
Abstract "This book is a guide to the calculations involved in managing bonds, with expert insight on the portfolios and investment strategies that puts the math in perspective. The book explains how to delineate the characteristics of different types of debt securities; calculate implied forward and spot rates and discount factors; work with rates of return, yield statistics, and interest rate swaps; and understand duration-based risk measures"-- Provided by publisher.
Bibliography noteIncludes bibliographical references and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Source of descriptionDescription based on print version record and CIP data provided by publisher.
Issued in other formPrint version: Smith, Donald J., 1947- Bond math Second edition. Hoboken, New Jersey : Wiley, [2014] 9781118866320
Genre/formElectronic books.
LCCN 2014019648
ISBN9781118866368 (epub)
ISBN9781118866290 (pdf)