TY  - BOOK
AU  - Smith,Donald J.
TI  - Bond math: the theory behind the formulas 
T2  - [Wiley finance]
SN  - 9781118268001
AV  - HG4651 .S57 2011eb
U1  - 332.63/2301519 22
PY  - 2011///
CY  - Hoboken, N.J.
PB  - Wiley
KW  - Bonds
KW  - Mathematical models
KW  - Interest rates
KW  - Zero coupon securities
KW  - BUSINESS & ECONOMICS
KW  - Investments & Securities
KW  - bisacsh
KW  - fast
KW  - Bonds / Mathematical models
KW  - local
KW  - Interest rates / Mathematical models
KW  - Electronic books
N1  - 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; fin
N2  - 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
UR  - http://dx.doi.org/10.1002/9781118268001
ER  -