Bond math: the theory behind the formulas
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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
c2011
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | UBG01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | Series statement appears on dust jacket Includes bibliographical references and index 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 |
| Beschreibung: | 1 Online-Ressource (xiv, 272 S.) Ill. |
| ISBN: | 9781118268001 1118268008 9780470879214 0470879211 |
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| 500 | |a 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 | ||
| 520 | |a 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 | ||
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| dewey-full | 332.63/2301519 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2301519 |
| dewey-search | 332.63/2301519 |
| dewey-sort | 3332.63 72301519 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV040590268 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:26:48Z |
| institution | BVB |
| isbn | 9781118268001 1118268008 9780470879214 0470879211 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025418224 |
| oclc_num | 747426526 |
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| physical | 1 Online-Ressource (xiv, 272 S.) Ill. |
| psigel | ZDB-35-WCE ZDB-35-WIC FAB_B&E_2011/12 FRO_PDA_WIC FHR_PDA_WIC |
| publishDate | 2011 |
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| publisher | Wiley |
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| spelling | Smith, Donald J. 1947- Verfasser (DE-588)170538427 aut Bond math the theory behind the formulas Donald J. Smith Hoboken, NJ Wiley c2011 1 Online-Ressource (xiv, 272 S.) Ill. txt rdacontent c rdamedia cr rdacarrier Wiley finance series Series statement appears on dust jacket Includes bibliographical references and index 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 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 BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Bonds / Mathematical models local Interest rates / Mathematical models local Zero coupon securities local Mathematisches Modell Wirtschaft Bonds / Mathematical models Interest rates / Mathematical models Zero coupon securities Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Rentenmarkt (DE-588)4177794-3 gnd rswk-swf Electronic books Rentenmarkt (DE-588)4177794-3 s Mathematisches Modell (DE-588)4114528-8 s DE-604 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118268001 Verlag Volltext |
| spellingShingle | Smith, Donald J. 1947- Bond math the theory behind the formulas BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Bonds / Mathematical models local Interest rates / Mathematical models local Zero coupon securities local Mathematisches Modell Wirtschaft Bonds / Mathematical models Interest rates / Mathematical models Zero coupon securities Mathematisches Modell (DE-588)4114528-8 gnd Rentenmarkt (DE-588)4177794-3 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4177794-3 |
| title | Bond math the theory behind the formulas |
| title_auth | Bond math the theory behind the formulas |
| title_exact_search | Bond math the theory behind the formulas |
| title_full | Bond math the theory behind the formulas Donald J. Smith |
| title_fullStr | Bond math the theory behind the formulas Donald J. Smith |
| title_full_unstemmed | Bond math the theory behind the formulas Donald J. Smith |
| title_short | Bond math |
| title_sort | bond math the theory behind the formulas |
| title_sub | the theory behind the formulas |
| topic | BUSINESS & ECONOMICS / Investments & Securities / Bonds bisacsh Bonds / Mathematical models local Interest rates / Mathematical models local Zero coupon securities local Mathematisches Modell Wirtschaft Bonds / Mathematical models Interest rates / Mathematical models Zero coupon securities Mathematisches Modell (DE-588)4114528-8 gnd Rentenmarkt (DE-588)4177794-3 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / Bonds Bonds / Mathematical models Interest rates / Mathematical models Zero coupon securities Mathematisches Modell Wirtschaft Rentenmarkt |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118268001 |
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