04165cam a2200793Ia 4500 ocn747426526 OCoLC 20171116110624.0 m o d cr cnu---unuuu 110822s2011 njua ob 001 0 eng d 9781118268001 (electronic bk.) 1118268008 (electronic bk.) 9780470879214 (electronic bk.) 0470879211 (electronic bk.) 9781118103166 (electronic bk.) 1118103165 (electronic bk.) 9781118103173 (e-book) 1118103173 (e-book) 9781576603062 (cloth) 1576603067 (cloth) AU@ 000048636321 AU@ 000052898906 CHBIS 007307228 CHNEW 000618696 CHVBK 182416992 DEBBG BV040590268 DEBSZ 367965615 DEBSZ 396994814 DEBSZ 449241238 NZ1 14675284 (OCoLC)747426526 (OCoLC)747314071 (OCoLC)757516344 (OCoLC)770867123 (OCoLC)856992996 CL0500000114 Safari Books Online N$T eng pn N$T WAU YDXCP E7B CDX UMI OCLCQ SFB EBLCP DG1 COO MERUC DEBSZ OCLCQ TEFOD OCLCF FMG OCLCQ OCLCO MHW CNSPO UKDOC OCLCQ UV0 OCLCQ OCLCO OCLCQ OCLCO DG1 MAIN HG4651 .S57 2011eb BUS 036010 bisacsh 332.63/2301519 22 Smith, Donald J., 1947- Bond math : the theory behind the formulas / Donald J. Smith. [electronic resource] Hoboken, N.J. : Wiley, ©2011. 1 online resource (xiv, 272 pages) : illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier [Wiley finance] 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. 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. Print version record. Bonds Mathematical models. Interest rates Mathematical models. Zero coupon securities. Bonds Mathematical models. Interest rates Mathematical models. Zero coupon securities. BUSINESS & ECONOMICS Investments & Securities Bonds. bisacsh Bonds Mathematical models. fast (OCoLC)fst00835897 Interest rates Mathematical models. fast (OCoLC)fst00976191 Zero coupon securities. fast (OCoLC)fst01184288 Bonds / Mathematical models. local Interest rates / Mathematical models. local Zero coupon securities. local Electronic books. Print version: Smith, Donald J., 1947- Bond math. Hoboken, N.J. : Wiley, ©2011 9781576603062 (DLC) 2011002031 (OCoLC)698451494 Wiley finance series. http://onlinelibrary.wiley.com/book/10.1002/9781118268001 Wiley Online Library ddc BK 205252 205252