Bibliography

Bond Pricing and Yields
Term Structure of Interest Rates
Derivatives Pricing and Yields
Portfolio Analysis
Investment Performance Metrics
Financial Statistics
Other References

Note For the well-known algorithms and formulas used in Financial Toolbox software (such as how to compute a loan payment given principal, interest rate, and length of the loan), no references are given here. The references here pertain to less common formulas.

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Bond Pricing and Yields

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