Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
Lionel Martellini
€ 62.98
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Description for Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
Paperback. This textbook will be designed for fixed--incomesecurities courses taught on MSc Finance and MBAcourses. There is currently no suitable text thatoffers a 'Hull--type' book for the fixed income studentmarket. This book aims to fill this need. The bookwill contain numerous worked examples, excelspreadsheets, with a building block approachthroughout. Series: Wiley Finance Series. Num Pages: 662 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 245 x 189 x 36. Weight in Grams: 1266.
This textbook will be designed for fixed--income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a a Hull--typea book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with a building block approach throughout. A key feature of the book will be coverage of both traditional and alternative investment strategies in the fixed--income market, for example, the book will cover the modern strategies used by fixed--income hedge funds.* The text will be supported by a set of ... Read more
This textbook will be designed for fixed--income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a a Hull--typea book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with a building block approach throughout. A key feature of the book will be coverage of both traditional and alternative investment strategies in the fixed--income market, for example, the book will cover the modern strategies used by fixed--income hedge funds.* The text will be supported by a set of ... Read more
Product Details
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
662
Format
Paperback
Publication date
2003
Series
Wiley Finance Series
Condition
New
Weight
1266g
Number of Pages
662
Place of Publication
Chichester, United Kingdom
ISBN
9780470852774
SKU
V9780470852774
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Lionel Martellini
Lionel Martellini is an assistant Professor of Finance at the Marshall School of Business, University of Southern California, where he teaches fixed--income securities at the MBA level. He is also a research associate at the EDHEC Risk and Asset Management Research Center, and a member of the editorial boards of The Journal of Bond Training and Management and ... Read more
Reviews for Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
This is the first book I have seen to carefully cover such a wide set of topics in both theoretical and applied fixed-income modelling, ranging from the use of market information to obtain yield curves, to the pricing and hedging of bonds and fixed-income derivatives, to the currently active topic of defaultable yield-curve modelling. It will be particularly useful to ... Read more