Fixed Income Mathematics [Hardcover]

Frank J. Fabozzi (Author)

Book Description

Publication Date: August 1, 1996 | ISBN-10: 0786311215 | ISBN-13: 978-0786311217 | Edition: 3

Don't let the conservative nature of many fixed income intruments mislead you! These are complex, potentially risky investments, and Fixed Income Mathematics is required reading if you are to maximize both income and capital growth from fixed income investing. An expert, thorough analysis of this volatile market's latest developments is presented in the straight-forward, comprehensive style that has become a Fabozzi trademark. It will leave you with a greater ability to utilize and take advantage of basic strategies as well as the newest advances in fixed income analysis and research.

Editorial Reviews

About the Author

Frank J. Fabozzi is adjunct professor of finance at Yale University's School of Management. He is the author, co-author, or editor of literally dozens of titles on a plethora of investing topics.

Product Details

• Hardcover: 456 pages
• Publisher: McGraw-Hill; 3 edition (August 1, 1996)
• Language: English
• ISBN-10: 0786311215
• ISBN-13: 978-0786311217
• Product Dimensions: 9.4 x 6.4 x 1.4 inches
• Shipping Weight: 1.7 pounds
• Average Customer Review: 4.5 out of 5 stars  See all reviews (11 customer reviews)
• Amazon Best Sellers Rank: #700,381 in Books (See Top 100 in Books)

More About the Author

Frank J. Fabozzi is Professor in the Practice of Finance and Becton Fellow at the Yale School of Management and Editor of the Journal of Portfolio Management. He is a Chartered Financial Analyst and earned a doctorate in economics from the City University of New York.

Customer Reviews

Most Helpful Customer Reviews

17 of 18 people found the following review helpful:

5.0 out of 5 stars excellent reference, BUT. . ., July 27, 1999

By A Customer

This review is from: Fixed Income Mathematics (Hardcover)

This material is completely new to me, but I have had no problems understanding things due to the clarity and methodical approach to fixed income analysis that Fabozzi provides. My only gripe is that whoever edited this thing did a really slip-shod job: seven chapters into it, and I've already run across at least a dozen typos, misspellings, and inaccurate figures that all seem to be the result of nothing more than laziness on the part of the editor/proofreader.

A little frustrating to me as I expect to rely on this otherwise very highly-recommended text for many years to come.

11 of 12 people found the following review helpful:

4.0 out of 5 stars Good reference, January 13, 2000

By 

Richard (New York) - See all my reviews

This review is from: Fixed Income Mathematics (Hardcover)

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.

7 of 7 people found the following review helpful:

4.0 out of 5 stars A good bridge between math and fixed income products, January 15, 2004

By A Customer

This review is from: Fixed Income Mathematics (Hardcover)

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.