Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies

by Lionel Martellini, Philippe Priaulet, Stephane Priaulet

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.

Genres: Finance

662 pages, Paperback

First published July 21, 2003