Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies - The Wiley Finance Series (Paperback)
  • Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies - The Wiley Finance Series (Paperback)
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Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies - The Wiley Finance Series (Paperback)

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£45.00
Paperback 662 Pages / Published: 28/05/2003
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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 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

Publisher: John Wiley and Sons Ltd
ISBN: 9780470852774
Number of pages: 662
Weight: 1250 g
Dimensions: 249 x 192 x 35 mm


MEDIA REVIEWS
"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 practitioners." - Darrell Duffie, Stanford University
"This is the most comprehensive theoretical treatment of the subject I've ever seen." - Mark Rubinstein, Haas School of Business, University of California
"An excellent review of interest rate models and of the pricing and hedging principles in the fixed-income area." - Oldrich Alfons Vasicek, KMV Corporation

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