Fixed Income Finance: A Quantitative Approach

by Mark Wise, Vineer Bhansali, John A. McCone

A complete guide for professionals with advanced mathematical skills but little or no financial knowledge . . . You’re smart. Logical. Mathematically adept. One of those people who can make quick work of long, difficult equations. But when it comes to managing a financial portfolio and managing risk, you wonder if you’re missing out. Fixed Income Finance is the book for you. It’s the perfect introduction to the concepts, formulas, applications, and methodology, all derived from first principles, that you need to succeed in the world of quantitative finance―with a special emphasis on fixed incomes. Written by two of the sharpest analytical minds in their fields, this instructive guide takes you through the basics of fixed income finance, including many new and original results, to help you

256 pages, Hardcover

First published August 2, 2009