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

Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies, 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 wi, Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies has a rating of 4 stars
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Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies, 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 wi, Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
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  • Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
  • Written by author Lionel Martellini
  • Published by Wiley, John & Sons, Incorporated, July 2003
  • 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 wi
  • This is the first comprehensive textbook for students studying fixed-income securities, and is ideally suited to MBA, MSc and final year undergraduate students in Finance and related topics.  The text offers an accessible and detailed account of i
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Authors

About the Authors
Preface
Acknowledgments
Notation
Pt. IInvestment Environment
1Bonds and Money-Market Instruments3
2Bond Prices and Yields41
Pt. IITerm Structure of Interest Rates
3Empirical Properties and Classical Theories of the Term Structure63
4Deriving the Zero-Coupon Yield Curve96
Pt. IIIHedging Interest-Rate Risk
5Hedging Interest-Rate Risk with Duration163
6Beyond Duration182
Pt. IVInvestment Strategies
7Passive Fixed-Income Portfolio Management213
8Active Fixed-Income Portfolio Management233
9Performance Measurement on Fixed-Income Portfolios293
Pt. VSwaps and Futures
10Swaps325
11Forwards and Futures353
Pt. VIModeling the Term Structure of Interest Rates and Credit Spreads
12Modeling the Yield Curve Dynamics381
13Modeling the Credit Spreads Dynamics437
Pt. VIIPlain Vanilla Options and More Exotic Derivatives
14Bonds with Embedded Options and Options on Bonds459
15Options on Futures, Caps, Floors and Swaptions500
16Exotic Options and Credit Derivatives548
Pt. VIIISecuritization
17Mortgage-Backed Securities593
18Asset-Backed Securities607
Subject Index617
Author Index629


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

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

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

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

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

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