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Fixed-income securities: valuation, risk management and portfolio strategies

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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

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Availability

Detail Information

Series Title

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Call Number

658 LIO f

Publisher

England : John Wiley & sons., 2003

Collation

xxvii, 672 P.: iLL.

Language

English

ISBN/ISSN

0-470-85277-1

Classification

658

Content Type

text

Media Type

unmediated

Carrier Type

online resource

Edition

Ed. 1

Subject(s)

risk management

Specific Detail Info

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Statement of Responsibility

Lionel Martellini

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