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FIXED-INCOME SECURITIES: VALUATION, RISK MANAGEMENT AND PORTFOLIO STRATEGY

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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

10001168

332.632044 MAR f

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Lionel Martellini

Call Number

332.632044 MAR f

Publisher

Chicester : John Wiley & Sons., 2003

Collation

xxix, 630 p. : ill ; 24cm.

Language

English

ISBN/ISSN

0-470-85227-1

Classification

332.632044

Content Type

-

Edition

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Subject(s)

Buku Umum
Risk Management
Bond Investing

Specific Detail Info

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Other version/related

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