Bond Math: The Theory Behind the Formulas + Website by Donald J. Smith (Hardcover, 2014)

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Bond Math : The Theory Behind the Formulas, Hardcover by Smith, Donald J., ISBN 1118866320, ISBN-13 9781118866320, Brand New, Free P&P in the UK "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. Th 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"--