Central Bank of Nigeria Library

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Advanced fixed income analytics /

By: Contributor(s): Material type: TextTextPublication details: New Hope, Penn. : Frank J. Fabozzi Associates, c1998.Description: viii, 229 pISBN:
  • 1883249341
  • 9781883249342
Subject(s): DDC classification:
  • 332.632'044 PHO
Summary: This book provides an accessible and practical introduction to a number of advanced topics in fixed income theory. It assumes familiarity with the most basic concepts in bond markets- for example, effective duration and convexity, option pricing with the Black-Scholes model, the concept of option-adjusted spread, and mortgage prepayments- together with some practical experience in analyzing bond portfolios.
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Holdings
Item type Current library Collection Call number Copy number Status Date due Barcode
Monograph & others Monograph & others CBN BAUCHI BRANCH LIBRARY General Stacks Non-fiction 332.632'044 PHO (Browse shelf(Opens below)) c.1 Available 31008100566781
Monograph & others Monograph & others CBN HQ Library General Stacks Non-fiction 332.632'044 PHO (Browse shelf(Opens below)) 1 Available 31008100083035
Monograph & others Monograph & others CBN HQ Library General Stacks Non-fiction 332.632'044 PHO (Browse shelf(Opens below)) 2 Available 31008100083027
Monograph & others Monograph & others CBN IBADAN BRANCH LIBRARY 332.632'044 PHO (Browse shelf(Opens below)) Available 31008100677562
Monograph & others Monograph & others CBN KANO BRANCH LIBRARY General Stacks Non-fiction 332.632'044 PHO (Browse shelf(Opens below)) c.1 Available 31008100654850
Monograph & others Monograph & others CBN LAGOS LAISON OFFICE LIBRARY General Stacks 332.632'044 PHO (Browse shelf(Opens below)) c.1 Available 31008100695531
Monograph & others Monograph & others CBN LAGOS LEARNING CENTRE LIBRARY General Stacks Non-fiction 332.632'044 PHO (Browse shelf(Opens below)) C.1 Available 31008100707799

Includes bibliograpical references and index.

This book provides an accessible and practical introduction to a number of advanced topics in fixed income theory. It assumes familiarity with the most basic concepts in bond markets- for example, effective duration and convexity, option pricing with the Black-Scholes model, the concept of option-adjusted spread, and mortgage prepayments- together with some practical experience in analyzing bond portfolios.

rpm 16/08/16

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