固定收益证券预奖

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引用次数: 0

摘要

这本书是一本非常简明的作品,它收集了固定收益的主要主题。例如,你处理抵押贷款和他们的数学,这是非常有用的,但令人惊讶的是,没有在其他地方以一种容易理解的方式解决。这本书中丰富的例子对于大学教授来说非常有用,可以作为教授固定收入的基础,我当然会考虑在我的大学里把它作为一本书,并推荐给其他人。
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Advance Praise for Fixed Income Securities
This book is a very concise work which collects the major themes of fixed income. For example, you treatmortgages and theirmathematics which are very useful, but which surprisingly aren’t addressed anywhere else in an accessible way. The abundance of examples in this book makes it very useful for university professors as a base to teach fixed income and I will certainly consider adopting this as a book inmy university and recommend it to others.
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Chapter 9. Mortgage-Backed Securities Chapter 5. Duration, Convexity, and Immunization Chapter 13. Bonds with Embedded Options Chapter 11. The Valuation of Interest Rate Options Index
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