Fixed-Income Securities : Valuation, Risk Management and Portfolio Strategies (The Wiley Finance Series) Lionel Martellini, Philippe Priaulet, StA©phane Priaulet (книга)

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Lionel Martellini, Philippe Priaulet, StA©phane Priaulet - «Fixed-Income Securities : Valuation, Risk Management and Portfolio Strategies (The Wiley Finance Series)»

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This is the first comprehensive textbook for students studying fixed-income securities, and is ideally suited to MBA, MSc and final year undergraduate students in Finance and related topics. 

The text offers an accessible and detailed account of interest rates and risk management in bond markets. It develops insights into different bond portfolio strategies, and illustrates how various types of derivative securities can be used to shift the risks associated with investing in fixed-income securities. It also provides extensive coverage on all sectors of the bond market, and the techniques for valuing bonds. In addition, explanation is given of state-of-the-art techniques for bond portfolio management, including:

  • A description of numerous fixed-income assets and related securities, namely zero coupon government bonds, coupon bearing government bonds, corporate bonds, exchange-traded bond options, bonds with embedded options, floating rate notes, caps, floors and collars, swaptions, credit derivatives, mortgage-backed securities, etc.
  • The development of tools to analyse interest rate sensitivity and to value fixed- income securities, with an emphasis on active and passi ve bond management, and an overview of techniques used by mutual fund and also hedge fund managers.

With numerous worked examples covering the valuation, risk management and portfolio strategies of fixed income securities, and imaginative discussion of important topics such as deriving the zero yield curve, deriving credit spreads, and hedging interest rate risk, the text provides an accessible route into the complex worlds of fixed income securities. 

Supplementary materials for lecturers and students (including a syllabus, a course web page, PowerPoint slides, solutions to problems, and Excel illustrations) can be found at the following website: www.wiley.co.uk/martellini

"The authors have produced a work of the very highest quality.  As focused as it is comprehensive, this is a superb contribution to the literature..."

Moorad Choudhry, VP, Structured Finance Services, JPMorgan Chase Bank, Senior Fellow, Centre for Mathematical Trading and Finance, CASS Business School, London. Это и многое другое вы найдете в книге Fixed-Income Securities : Valuation, Risk Management and Portfolio Strategies (The Wiley Finance Series) (Lionel Martellini, Philippe Priaulet, StA©phane Priaulet)

Полное название книги Lionel Martellini, Philippe Priaulet, StA©phane Priaulet Fixed-Income Securities : Valuation, Risk Management and Portfolio Strategies (The Wiley Finance Series)
Тип Книга
Авторы Lionel Martellini, Philippe Priaulet, StA©phane Priaulet
Ключевые слова бухгалтерия, бухгалтерский учет
Категории Деловая литература, Бухгалтерский учет
ISBN 470852771
Возрастное ограничение 18
Издательство
Год
Название транслитом fixed-income-securities-valuation-risk-management-and-portfolio-strategies-the-wiley-finance-series-lionel-martellini-philippe-priaulet-sta-phane-priaulet
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