Fixed-income securities : valuation , risk management and portfolio strategies
Martellini, Lionel Priaulet, Philippe Priaulet, Stephane
Fixed-income securities : valuation , risk management and portfolio strategies Lionel Martellini , Philippe Priaulet , and Stephane Priaulet - Wiley Chichester 2003 c2003 - xxix , 631 p. : ill. ; 25 cm - Wiley finance series .
Reprinted 2006 - t.p. verso Includes bibliographical references and indexes
9780470852774
Fixed-income securities - Mathematical models
Portfolio management - Mathematical models
Bonds - Mathematical models
Hedging (Finance) - Mathematical models
Interest rates
Swaps (Finance)
Derivative securities
Financial security--HG
HG4650.M37 2003
Fixed-income securities : valuation , risk management and portfolio strategies Lionel Martellini , Philippe Priaulet , and Stephane Priaulet - Wiley Chichester 2003 c2003 - xxix , 631 p. : ill. ; 25 cm - Wiley finance series .
Reprinted 2006 - t.p. verso Includes bibliographical references and indexes
9780470852774
Fixed-income securities - Mathematical models
Portfolio management - Mathematical models
Bonds - Mathematical models
Hedging (Finance) - Mathematical models
Interest rates
Swaps (Finance)
Derivative securities
Financial security--HG
HG4650.M37 2003