01454cam a22003255a 4500 ssj0001367547 OSt 20161020143610.0 140516t2014 njua frb 001 0 eng d 9781118866320 DLC eng DLC EG-ScBUE 332.632301519 22 SMI Smith, Donald J., 1947- Bond math the theory behind the formulas / Donald J. Smith. 2nd ed. Hoboken : John wiley & Sons Inc., c.2014. xv, 288 p. : ill. ; 26 cm. Wiley finance series. Index : p. 281-288. Includes bibliographical references. Available on campus and off campus with authorized login. "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"-- SAMEH Bonds Mathematical models. BUEsh Interest rates Mathematical models. BUEsh Zero coupon securities. BUEsh BUEsh BUSADM October2016 ddc 22731 22703 0 0 ddc 0 0 Academic MAIN MAIN 1ST 2016-10-20 Purchase 899.00 9154 0 332.632301519 SMI 000034217 2025-07-15 00:00:00 1124.75 BB