Fixed Income Mathematics
Author: Frank J. Fabozzi
List Price: $62.64
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ISBN: 0786311215
Publisher: McGraw-Hill Trade (01 August, 1996)
Sales Rank: 25,229
Average Customer Rating: 4.4 out of 5
Customer Reviews
Rating: 5 out of 5
Outstanding from start to finish!
This book is great for anyone that deals with fixed income investment vehicles. From basic bonds to stripped mortgage backed securities, the math and concepts behind their valuations are discussed and explained in clear and concise terms. Sample computations with complete answers are supplied throughout the text.
Rating: 4 out of 5
Good reference
Ok, so Fabozzi is the ultimate in reference material and general fixed income awareness. The book is good, it provides most of what you need to understand fixed income valuations, particularly essential bond pricing. However, the book really serves well mostly as a reference. There are few true explanations of formulas. With a little effort you can figure out the derivations yourself, but still, is not the point of buying a book with "mathematics" in the title to have something to guide you through that step? Again, worth having, but not the ultimate to explain the nitty gritty, though not sure that that text exists.
Rating: 4 out of 5
A good bridge between math and fixed income products
Even though this is not really a advanced book on fixed income products analysis/modeling. It is, for technical background, a good induction book for basic fixed income products with basic analysis tools. Similar Products
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