Fixed-Income Securities: Valuation, Risk Management and Portfolio StrategiesISBN: 978-0-470-85277-4
Paperback
820 pages
July 2003
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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