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Bond Math, + Website: The Theory Behind the Formulas

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Bond Math, + Website: The Theory Behind the Formulas - Smith, Donald J
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"This book is a guide to the calculations involved in managing bonds, with expert insight on the portfolios and investment strategies that puts the math in perspective. The book explains how to delineate the characteristics of different types of debt securities; calculate implied forward and spot rates and discount factors; work with rates of return, yield statistics, and interest rate swaps; and understand duration-based risk measures"--

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Bond Math, + Website: The Theory Behind the Formulas 2014, Bloomberg Press

ISBN-13: 9781118866320

2nd Revised edition

Hardcover