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Product Description
Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies (The Wiley Finance Series) (9780470852774): Lionel Martellini, Philippe Priaulet, Stéphane Priaulet: Books. 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
Shipping Weight: 2 pounds
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