Fixed-Income Securities Valuation, Risk Management and Portfolio Strategies

Name: Fixed-Income Securities Valuation, Risk Management and Portfolio Strategies
Price: 38.72 USD
Availability: InStock
ISBN: 9780470852774

ISBN-10: 0470852771

ISBN-13: 9780470852774

Edition: 2003

Authors: Lionel Martellini, Philippe Priaulet, Stï¿½phane Priaulet, Stï¿½phane Priaulet

List price: $93.95

This item qualifies for FREE shipping.

30 day, 100% satisfaction guarantee!

Sell

Get cash fast!

Buy new: $50.36

Marketplace

4 new & used from $38.72

what's this?

Rush Rewards U
Members Receive:

You have reached 400 XP and carrot coins. That is the daily max!

Description:

This textbook is designed for fixed-income securities courses taught on MSc Finance and MBA courses. It provides coverage of both traditional and alternative investment strategies in the fixed-income market.

Book details

List price: $93.95
Copyright year: 2003
Publisher: John Wiley & Sons, Incorporated
Publication date: 7/9/2003
Binding: Paperback
Pages: 672
Size: 7.30" wide x 9.60" long x 1.50" tall
Weight: 3.344
Language: English




Investment Environment



Bonds and Money-Market Instruments



Bond Prices and Yields



Term Structure of Interest Rates



Empirical Properties and Classical Theories of the Term Structure



Deriving the Zero-Coupon Yield Curve



Hedging Interest Rate Risk



Hedging Interest-Rate Risk with Duration



Beyond Duration



Investment Strategies



Passive Fixed-Income Portfolio Management



Active Fixed-Income Portfolio Management



Performance Measurement on Fixed-Income Portfolios



Swaps and Futures



Swaps



Forwards and Futures



Modeling the Term Structure of Interest Rates and Credit Spreads



Modeling the Yield Curve Dynamics



Modeling the Credit Spreads Dynamics



Plain Vanilla Options and More Exotic Derivatives



Bonds with Embedded Options and Options on Bonds



Options on Futures, Caps, Floors and Swaptions



Exotic Options and Credit Derivatives



Securitization



Mortgage-Backed Securities



Asset-Backed Securities


Subject Index


Author Index