Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies eBooks
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 Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
By: Lionel Martellini
By: Philippe Priaulet
By: Stephane Priaulet

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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

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

Lionel Martellini

Philippe Priaulet

Stephane Priaulet

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Financial Planning
 
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