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

By:

Martellini, Lionel

Contributor(s):

Material type: Text

TextPublication details: West Sussex : John Wiley, 2003Description: xxix, 631p. 24cmISBN:

9780470852774

Subject(s):

Fixed -- income securities -- Mathematical models 2. Portfolio management -- Mathematical models 3. Bonds -- Mathematical models 4. Hedging (Finance) -- Mathematical models

DDC classification:

332.632044 MAR

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Calcutta	332.632044 MAR (Browse shelf(Opens below))	Available		IIMC-135781

Total holds: 0

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.

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