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Item Details
Title: FIXED-INCOME SECURITIES
VALUATION, RISK MANAGEMENT AND PORTFOLIO STRATEGIES
By: Lionel Martellini, Philippe Priaulet, Stephane Priaulet
Format: Paperback

List price: £46.95


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 0470852771
ISBN 13: 9780470852774
Publisher: JOHN WILEY AND SONS LTD
Pub. date: 28 May, 2003
Series: Wiley Finance Series
Pages: 662
Description: 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.
Synopsis: 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 PowerPoint slides for use by the lecturer* First textbook designed for students written on fixed--income securities -- a growing market* Contains numerous worked examples throughout* Includes coverage of important topics often omitted in other books i.e. deriving the zero yield curve, deriving credit spreads, hedging and also covers interest rate and credit derivatives
Illustrations: Illustrations
Publication: UK
Imprint: John Wiley & Sons Ltd
Returns: Returnable
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