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Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation, 2nd Edition

ISBN: 978-0-470-57213-9
Hardcover
496 pages
October 2010
List Price: US $100.00
Government Price: US $53.55
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Introduction to Fixed Income Analytics: Relative Value Analysis, Risk Measures and Valuation, 2nd Edition (0470572132) cover image
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FRANK J. FABOZZI, PHD, CFA, CPA, is Professor in the Practice of Finance and Becton Fellow at the Yale School of Management and Editor of the Journal of Portfolio Management. He is an Affiliated Professor at the University of Karlsruhe's Institute of Statistics, Econometrics, and Mathematical Finance and on the Advisory Council for the Department of Operations Research and Financial Engineering at Princeton University.

STEVEN V. MANN, PHD, is Professor of Finance at the Moore School of Business, University of South Carolina. He has published over seventy articles in finance journals and many books on fixed income and derivatives topics, including The Global Money Markets, Measuring and Controlling Interest Rate and Credit Risk, Securities Finance (as a coeditor), and The Handbook of Fixed Income Securities (as an assistant editor). Mann is an active consultant to clients that include some of the largest investment/commercial banks in the world as well as a number of Fortune 500 companies.

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