Bond math : the theory behind the formulas / Donald J. Smith. [electronic resource] Smith, Donald J., 1947- Bonds Mathematical models. Interest rates Mathematical models. Zero coupon securities. HG4651 .S57 2011eb 332.63/2301519 22 Includes bibliographical references and index. Print version record. 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. Hoboken, N.J. : Wiley, ©2011. ©2011. 2011 Text 1 online resource (xiv, 272 pages) : http://onlinelibrary.wiley.com/book/10.1002/9781118268001 eng [Wiley finance] Wiley finance series. Bond math. Bond math.