Fixed Income Mathematics

ISBN: 9780127817217 出版年：2003 页码：343 Zipf, Robert Academic Press_RM

Introduction Interest Compound Interest Present Value Annuities Certain Bond Price Calculation Future Value of Annuity Accrued Interest Discount Securities Calculations for Other Securities Quotations Types of Yields Sources of Return Volatility and Its Measures Duration' Convexity Calculus Derivation Probability Applications Term Structure of Interest Rates Uncertain and Variable Cash Flows Mortgage Backed Securities Futures Options Bibliography.