Fixed Income Mathematics: Analytical & Statistical Techniques

Fixed Income Mathematics: Analytical & Statistical Techniques by Frank J. Fabozzi, published by Probus Pub Co in 1993, is a revised edition that spans 400 pages. This book provides a comprehensive overview of fixed income analysis, covering both fundamental concepts and advanced techniques utilized by professionals in the field. It addresses the valuation of complex fixed income securities, offering insights into the mathematical methods and their practical applications in investment decision-making.

Readers will find in-depth discussions on various topics, including new analytical techniques for valuing securities with embedded options and an expanded focus on mortgage-backed securities. The book also explores statistical analysis and its relevance to fixed income analysis, as well as optimization techniques for structuring fixed income portfolio strategies. This edition serves as a valuable resource for those looking to deepen their understanding of investments and fixed-income securities.