Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies (Wiley Finance Series)

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9780470852774: Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies (Wiley Finance Series)
Review:

"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

From the Publisher:

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 a Hull--typea 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

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1.

Martellini, Lionel; Kilmer, W. Otie; Martinelli, Lionel
Editorial: John Wiley & Sons, Incorporated
ISBN 10: 0470852771 ISBN 13: 9780470852774
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Descripción John Wiley & Sons, Incorporated. Estado de conservación: Brand New. Dispatch Same Working Day, (Delivery 2-4 business days, Courier For Heavy/Expensive Items) Money Back Guarantee, 99.3% Customer Satisfaction, Prompt Customer Service. Nº de ref. de la librería 39556709

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Martellini, Lionel; Kilmer, W. Otie; Martinelli, Lionel
Editorial: Wiley (2003)
ISBN 10: 0470852771 ISBN 13: 9780470852774
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Book Deals
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Descripción Wiley, 2003. Estado de conservación: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: Part I. Investment Environment. 1. Bonds and Money-Market Instruments. 2. Bond Prices and Yields. Part II. Term Structure of Interest Rates. 3. Empirical Properties and Classical Theories of the Term Structure. 4. Deriving the Zero-Coupon Yield Curve. Part III. Hedging Interest Rate Risk. 5. Hedging Interest-Rate Risk with Duration. 6. Beyond Duration. Part IV. Investment Strategies. 7. Passive Fixed-Income Portfolio Management. 8. Active Fixed-Income Portfolio Management. 9. Performance Measurement on Fixed-Income Portfolios. Part V. Swaps and Futures. 10. Swaps. 11. Forwards and Futures. Part VI. Modeling the Term Structure of Interest Rates and Credit Spreads. 12. Modeling the Yield Curve Dynamics. 13. Modeling the Credit Spreads Dynamics. Part VII. Plain Vanilla Options and More Exotic Derivatives. 14. Bonds with Embedded Options and Options on Bonds. 15. Options on Futures, Caps, Floors and Swaptions. 16. Exotic Options and Credit Derivatives. Part VIII. Securitization. 17. Mortgage-Backed Securities. 18. Asset-Backed Securities. Subject Index. Author Index. Nº de ref. de la librería ABE_book_new_0470852771

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Martellini, Lionel; Kilmer, W. Otie; Martinelli, Lionel
Editorial: John Wiley and Sons Ltd, United Kingdom (2003)
ISBN 10: 0470852771 ISBN 13: 9780470852774
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Descripción John Wiley and Sons Ltd, United Kingdom, 2003. Paperback. Estado de conservación: New. 1. Auflage. 246 x 188 mm. Language: English . Brand New Book. 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 a Hull--typea 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. Nº de ref. de la librería AAH9780470852774

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Martellini, Lionel; Kilmer, W. Otie; Martinelli, Lionel
Editorial: John Wiley and Sons Ltd, United Kingdom (2003)
ISBN 10: 0470852771 ISBN 13: 9780470852774
Nuevos Paperback Cantidad: 10
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The Book Depository
(London, Reino Unido)
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[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 2003. Paperback. Estado de conservación: New. 246 x 188 mm. Language: English . Brand New Book. 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 a Hull--typea 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. Nº de ref. de la librería AAH9780470852774

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Martellini, Lionel; Kilmer, W. Otie; Martinelli, Lionel
Editorial: John Wiley and#38; Sons (2003)
ISBN 10: 0470852771 ISBN 13: 9780470852774
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Descripción John Wiley and#38; Sons, 2003. PAP. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FW-9780470852774

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Martellini, Lionel; Kilmer, W. Otie; Martinelli, Lionel
Editorial: John Wiley and Sons
ISBN 10: 0470852771 ISBN 13: 9780470852774
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Descripción John Wiley and Sons. Estado de conservación: New. Brand New. Nº de ref. de la librería 0470852771

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Martellini, Lionel; Kilmer, W. Otie; Martinelli, Lionel
Editorial: U.S.A.: Wiley (2003)
ISBN 10: 0470852771 ISBN 13: 9780470852774
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Descripción U.S.A.: Wiley, 2003. Soft cover. Estado de conservación: New. 1st Edition. New, US Edition . 1st Edition, Delivery time is 3-5 business days via either UPS, FedEx, DHL. Premium quality books. Nº de ref. de la librería 0470852771

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Martellini, Lionel; Kilmer, W. Otie; Martinelli, Lionel
ISBN 10: 0470852771 ISBN 13: 9780470852774
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Descripción 2003. Paperback. Estado de conservación: New. 1st. 190mm x 36mm x 247mm. Paperback. 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 t.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 662 pages. 1.200. Nº de ref. de la librería 9780470852774

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Martellini, Lionel; Kilmer, W. Otie; Martinelli, Lionel
Editorial: Wiley (2003)
ISBN 10: 0470852771 ISBN 13: 9780470852774
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Descripción Wiley, 2003. Paperback. Estado de conservación: New. book. Nº de ref. de la librería 0470852771

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Martellini, Lionel; Kilmer, W. Otie; Martinelli, Lionel
ISBN 10: 0470852771 ISBN 13: 9780470852774
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Descripción 2003. Paperback. Estado de conservación: NEW. 9780470852774 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0758113

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