Fixed income securities valuation, risk, and risk management

The deep understanding of the forces that affect the valuation, risk and return of fixed income securities and their derivatives has never been so important. As the world of fixed income securities becomes more complex, anybody who studies fixed income securities must be exposed more directly to thi...

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Bibliographic Details
Main Author: Veronesi, Pietro
Format: eBook
Language:English
Published: Hoboken, N.J. J. Wiley & Sons 2010
Subjects:
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Description
Summary:The deep understanding of the forces that affect the valuation, risk and return of fixed income securities and their derivatives has never been so important. As the world of fixed income securities becomes more complex, anybody who studies fixed income securities must be exposed more directly to this complexity. This book provides a thorough discussion of these complex securities, the forces affecting their prices, their risks, and of the appropriate risk management practices. Fixed Income Securities, however, provides a methodology, and not a shopping list. It provides instead examples and me
Physical Description:xxxiii, 805 pages illustrations
ISBN:0470109106