Fixed Income Mathematics

Fixed Income Mathematics on ScienceDirect(Opens new window)
Hardbound, 366 Pages
Published: MAY-2003
ISBN 10: 0-12-781721-2
ISBN 13: 978-0-12-781721-7
Imprint: ACADEMIC PRESS


By
Robert Zipf, Scarsdale, New York, U.S.A.

Description
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.

Audience:
Professional Insurance and other actuarials who invest in bonds and who are concerned with inflation, asset-liability management, the time value of money, interest rates, rates of return, risk, and investment income; people seeking a general introduction or overview of the subject and MBA students.


 
Last update: 5 Nov 2011