Fixed-income securities : valuation, risk management, and portfolio strategies / Lionel Martellini, Philippe Priaulet, and Stéphane Priaulet

Author : Martellini, Lionel
Rating :
Fixed-income securities : valuation, risk manageme...

The text offers an accessible and detailed account of interest rates amd risk management in bond markets. It develops insights into differenct bond porfolio strategies and illustrates how various types of derivatives securities can be used to shift the risks associated with investing in fix- income securities

Publisher : Chichester England
Publish Year :
Page : xxix, 631 p
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