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Matches in Library of Congress for { <http://lccn.loc.gov/2005020285> ?p ?o. }

• 2005020285 contributor B10128312.
• 2005020285 created "c2006.".
• 2005020285 date "2006".
• 2005020285 date "c2006.".
• 2005020285 dateCopyrighted "c2006.".
• 2005020285 description "Includes bibliographical references and index.".
• 2005020285 description "Overview of fixed income securities and derivatives (new) -- Future value -- Present value -- Yield (internal rate of return) -- The price of a bond -- Conventional yield and spread measures for bonds -- The yield curve, spot rate curve, and forward rates -- Potential sources of dollar return -- Total return -- Measuring historical performance -- Price volatility of option-free bonds -- Duration as a measure of price volatility -- Combining duration and convexity to measure price volatility -- Duration and the yield curve -- Interest rate modeling (new) -- Investment and price characteristics of options -- Valuation and price volatility of bonds with embedded options -- Credit risk concepts and measures for corporate bonds (new) -- Measures used for securitized products -- Cash flow characteristics of amortizing loans -- Cash flow characteristics of mortgage-backed securities -- Prepayment modeling (new) -- Basics of MBS structuring (new) -- Analysis of agency mortgage-backed securities -- Basics of probability theory and statistics -- Regresssion analysis -- Statistical techniques for credit scoring and risk factor identification (new) -- Tracking error and multi-factor risk models (new) -- Monte Carlo simulation -- Optimization.".
• 2005020285 description "Overview of fixed income securities and derivatives -- Future value -- Present value -- Yield (internal rate of return) -- The price of a bond -- Conventional yield and spread measures for bonds -- The yield curve, spot rate curve, and forward rates -- Potential sources of dollar return -- Total return -- Measuring historical performance -- Price volatility of properties of option-free bonds -- Duration as a measure of price volatility -- Combining duration and convexity to measure price volatility -- Duration and the yield curve -- Interest rate models -- Call options : investment and price characteristics -- Valuation and price volatility of bonds with embedded options -- Credit risk concepts and measures for corporate bonds -- Measures used for securitized products -- Cash flow characteristics of amortizing loans -- Cash flow characteristics of mortgage-backed securities -- Prepayment models for mortgage-backed securities -- Basics of MBS structuring -- Analysis of agency mortgage-backed securities -- Basics of probability theory and statistics -- Regresssion analysis -- Statistical techniques for credit scoring and risk factor identification -- Tracking error and multifactor risk models -- Simulation -- Optimization models.".
• 2005020285 extent "xix, 649 p. :".
• 2005020285 identifier "007146073X (hardcover : alk. paper)".
• 2005020285 identifier 2005020285-b.html.
• 2005020285 identifier 2005020285-d.html.
• 2005020285 identifier 2005020285.html.
• 2005020285 issued "2006".
• 2005020285 issued "c2006.".
• 2005020285 language "eng".
• 2005020285 publisher "New York : McGraw-Hill,".
• 2005020285 subject "332.63/2/0151 22".
• 2005020285 subject "Fixed-income securities Mathematics.".
• 2005020285 subject "HG4650 .F33 2006".
• 2005020285 subject "Rate of return.".
• 2005020285 tableOfContents "Overview of fixed income securities and derivatives (new) -- Future value -- Present value -- Yield (internal rate of return) -- The price of a bond -- Conventional yield and spread measures for bonds -- The yield curve, spot rate curve, and forward rates -- Potential sources of dollar return -- Total return -- Measuring historical performance -- Price volatility of option-free bonds -- Duration as a measure of price volatility -- Combining duration and convexity to measure price volatility -- Duration and the yield curve -- Interest rate modeling (new) -- Investment and price characteristics of options -- Valuation and price volatility of bonds with embedded options -- Credit risk concepts and measures for corporate bonds (new) -- Measures used for securitized products -- Cash flow characteristics of amortizing loans -- Cash flow characteristics of mortgage-backed securities -- Prepayment modeling (new) -- Basics of MBS structuring (new) -- Analysis of agency mortgage-backed securities -- Basics of probability theory and statistics -- Regresssion analysis -- Statistical techniques for credit scoring and risk factor identification (new) -- Tracking error and multi-factor risk models (new) -- Monte Carlo simulation -- Optimization.".
• 2005020285 tableOfContents "Overview of fixed income securities and derivatives -- Future value -- Present value -- Yield (internal rate of return) -- The price of a bond -- Conventional yield and spread measures for bonds -- The yield curve, spot rate curve, and forward rates -- Potential sources of dollar return -- Total return -- Measuring historical performance -- Price volatility of properties of option-free bonds -- Duration as a measure of price volatility -- Combining duration and convexity to measure price volatility -- Duration and the yield curve -- Interest rate models -- Call options : investment and price characteristics -- Valuation and price volatility of bonds with embedded options -- Credit risk concepts and measures for corporate bonds -- Measures used for securitized products -- Cash flow characteristics of amortizing loans -- Cash flow characteristics of mortgage-backed securities -- Prepayment models for mortgage-backed securities -- Basics of MBS structuring -- Analysis of agency mortgage-backed securities -- Basics of probability theory and statistics -- Regresssion analysis -- Statistical techniques for credit scoring and risk factor identification -- Tracking error and multifactor risk models -- Simulation -- Optimization models.".
• 2005020285 title "Fixed income mathematics : analytical and statistical techniques / Frank J. Fabozzi.".
• 2005020285 type "text".