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Fixed Income Mathematics
book

Fixed Income Mathematics

by Robert Zipf
June 2003
Beginner content levelBeginner
366 pages
9h 16m
English
Academic Press
Content preview from Fixed Income Mathematics
A
Accrued days 111
Accrued interest 112
definition 143
equation 144
Accuracy requirements 36
standards, bond price calculation 113
American Cancer Society 224
American Experience Mortality Table 222,
259, 261
American option 309
Amount of annuity, see future value of
annuity
Annual percentage rate for mortgages 11
Annuity certain 77
analysis and calculation 83
equation 79
why important 78
Annuity Due 81
Anti-selection 266
At the money 311
Atchison, Topeka and Santa Fe Railroad
Company 185
Average life 189
mortgage prepayment model 281
B
Basic rules for prices and yields 123
Basis book 123
Binomial distribution 226
Bisection method of approximation 32, 34
Black-Scholes options ...
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Publisher Resources

ISBN: 9780127817217