Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies

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UPC:
9780470852774
Maximum Purchase:
3 units
Binding:
Paperback
Publication Date:
2003-07-09
Author:
Lionel Martellini;Philippe Priaulet;Stphane Priaulet
Language:
english
Edition:
1
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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 'Hull-type' 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