000 04202cam a2200817Ia 4500
001 ocn747426526
003 OCoLC
005 20230823095214.0
006 m o d
007 cr cnu---unuuu
008 110822s2011 njua ob 001 0 eng d
040 _aN$T
_beng
_epn
_cN$T
_dWAU
_dYDXCP
_dE7B
_dCDX
_dUMI
_dOCLCQ
_dSFB
_dEBLCP
_dDG1
_dCOO
_dMERUC
_dDEBSZ
_dOCLCQ
_dTEFOD
_dOCLCF
_dFMG
_dOCLCQ
_dOCLCO
_dMHW
_dCNSPO
_dUKDOC
_dOCLCQ
_dUV0
_dOCLCQ
_dOCLCO
_dOCLCQ
_dOCLCO
_dDG1
019 _a747314071
_a757516344
_a770867123
_a856992996
020 _a9781118268001
_q(electronic bk.)
020 _a1118268008
_q(electronic bk.)
020 _a9780470879214
_q(electronic bk.)
020 _a0470879211
_q(electronic bk.)
020 _a9781118103166
_q(electronic bk.)
020 _a1118103165
_q(electronic bk.)
020 _a9781118103173
_q(e-book)
020 _a1118103173
_q(e-book)
020 _z9781576603062
_q(cloth)
020 _z1576603067
_q(cloth)
029 1 _aAU@
_b000048636321
029 1 _aAU@
_b000052898906
029 1 _aCHBIS
_b007307228
029 1 _aCHNEW
_b000618696
029 1 _aCHVBK
_b182416992
029 1 _aDEBBG
_bBV040590268
029 1 _aDEBSZ
_b367965615
029 1 _aDEBSZ
_b396994814
029 1 _aDEBSZ
_b449241238
029 1 _aNZ1
_b14675284
035 _a(OCoLC)747426526
_z(OCoLC)747314071
_z(OCoLC)757516344
_z(OCoLC)770867123
_z(OCoLC)856992996
037 _aCL0500000114
_bSafari Books Online
050 4 _aHG4651
_b.S57 2011eb
072 7 _aBUS
_x036010
_2bisacsh
082 0 4 _a332.63/2301519
_222
049 _aMAIN
100 1 _aSmith, Donald J.,
_d1947-
245 1 0 _aBond math :
_bthe theory behind the formulas /
_cDonald J. Smith.
260 _aHoboken, N.J. :
_bWiley,
_c©2011.
300 _a1 online resource (xiv, 272 pages) :
_billustrations.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
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.
650 0 _aInterest rates
_xMathematical models.
650 0 _aZero coupon securities.
650 4 _aBonds
_xMathematical models.
650 4 _aInterest rates
_xMathematical models.
650 4 _aZero coupon securities.
650 7 _aBUSINESS & ECONOMICS
_xInvestments & Securities
_xBonds.
_2bisacsh
650 7 _aBonds
_xMathematical models.
_2fast
_0(OCoLC)fst00835897
650 7 _aInterest rates
_xMathematical models.
_2fast
_0(OCoLC)fst00976191
650 7 _aZero coupon securities.
_2fast
_0(OCoLC)fst01184288
650 7 _aBonds / Mathematical models.
_2local
650 7 _aInterest rates / Mathematical models.
_2local
650 7 _aZero coupon securities.
_2local
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://dx.doi.org/10.1002/9781118268001
_zWiley Online Library
994 _a92
_bDG1
999 _c19027
_d18986
526 _bfin