| Title | : | Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies |
| Author | : | |
| Rating | : | 4.52 (400 Votes) |
| Asin | : | 0470852771 |
| Format Type | : | Paperback |
| Number of Pages | : | 662 Pages |
| Publish Date | : | 2003-07-09 |
| Genre | : |
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 d
Editorial : "This is the first book I have seen to carefully cover such a wide set of topics in both theoretical and applied fixed-income modelling, ranging from the use of market information to obtain yield curves, to the pricing and hedging of bonds and fixed-income derivatives, to the currently active topic of defaultable yield-curve modelling. It will be particularly useful to practitioners." - Darrell Duffie, Stanford University "This is the most comprehensive theoretical treatment of the subject I've ever seen." - Mark Rubinstein, Haas School of Business, University of California "An excellent review of interest rate models and of the pricing and hedging principles in the fixed-income area." - Oldrich Alfons Vasicek, KMV Corporation
Very good book. No repetitive fluff - straightforward.. Though , again Skousen practically delights in judging the man and not the work.
The last chapter is what can only be called a dated run through of right leaning American economic thinking prior to the Financial crisis that followed later 2007. Be intentional. Amazing, astute, and awe-inspiring! In contrast to many other books on eating disorders, Laura Moisin's _Kid Rex_ does not focus on the symptoms and behaviors of the disease, nor does it offer an over-simplified, linear plan for recovery. It's also obvious that they belong to several different species. I personally feel that writers who see Michael as not having produced anything vital or analytically brilliant since Thriller have just not been listening or looking.
A few of the essays in the collection held up well, though. My husband and I decided to go use a map for a recent road trip. Attempting to detangle oneself from this complicated interplay be
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