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Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging

Philippe Priaulet, Lionel Martellini

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Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging

by Philippe Priaulet, Lionel Martellini
Save up to 67%
Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging - Thryft
Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging - Thryft

Comprehensive guide to modern fixed-income strategies.

This book is quite the find if you're eager to deepen your understanding of fixed-income securities. Martellini doesn't just scratch the surface; he dives into a sea of advanced techniques for pricing and hedging in the world of interest rate risk. It's particularly appealing because it balances theory with real-world application, offering insights that cater to both newcomers and seasoned finance professionals. Whether you're aiming to refine your academic understanding or looking to enhance your practical skills, this book could be an invaluable addition to your financial library.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.
Sale

Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging

by Philippe Priaulet, Lionel Martellini
Save up to 67%
Condition guide

Book Condition Guide

Books in Like New Condition

This book may contain very minor cosmetic defects, but it is in pristine condition. There should be no yellowing, no foxing, no water damage, and no annotations of any kind on the cover and the pages. For paperbacks, there should not be any crease marks on the spine. This book is good as new — lucky you!

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Very Good Condition

This book has been used, but it is still in a clean condition. There should be no foxing or annotations of any kind on the inner pages, but a sparse amount may be present on the cover, title pages, or outside edges of the book. There should be no water damage of any kind. For paperbacks, there may be light crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Good Condition

We do our best to ensure the quality of our books, but there is no escaping the wear and tear that comes with time. Slight foxing and some annotations may be present on the pages and the cover. There should be no water damage of any kind. For paperbacks, there may be several crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Well Read Condition

This is a well-read book, which means that the previous owner probably really enjoyed it! The cover and pages may include moderate foxing and annotations, but the text is not obscured and still readable. Moderate cosmetic defects and minor water damage may be present on the edges of the book. For paperbacks, there may be multiple crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

 

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ISBN: 9780471495024
Authors: Philippe Priaulet, Lionel Martellini
Publisher: Wiley
Date of Publication: 2001-01-16
Format: Hardcover
Related Collections: Economics, Personal Development, Business
Related Topics: Money, Management, Business, Technology, How To, Productivity, Finance
Goodreads rating: 3.0
(rated by 1 readers)

Description

Dynamic methods for interest rate risk pricing and hedging.Fixed-Income Securities provides a survey of modern methods forpricing and hedging fixed-income securities in the presence ofinterest rate risk. Modern theory of finance provides a wealth ofnew approaches to the important question of interest rate riskmanagement, and this book brings them together, in a comprehensiveand thorough treatment of the subject.Structured in an accessible manner, the authors begin by focusingon pricing and hedging certain cash flows, before moving on toconsider pricing and hedging uncertain cash flows. In addition tothe theoretical explanation, the authors provide numerousreal-world examples and applications throughout.This is the first book I have seen to carefully cover such a wideset of topics in both theoretical and applied fixed-incomemodelling, ranging from the use of market information to obtainyield curves, to the pricing and hedging of bonds and fixed-incomederivatives, to the currently active topic of defaultableyield-curve modelling. It will be particularly useful topractitioners.Darrell Duffie, Stanford UniversityThis is the most comprehensive theoretical treatment of thesubject I ve ever seen. Mark Rubinstein, Haas School of Business,University of CaliforniaAn excellent review of interest rate models and of the pricing andhedging principles in the fixed-income area.Oldrich Alfons Vasicek,KMV Corporation
 

Comprehensive guide to modern fixed-income strategies.

This book is quite the find if you're eager to deepen your understanding of fixed-income securities. Martellini doesn't just scratch the surface; he dives into a sea of advanced techniques for pricing and hedging in the world of interest rate risk. It's particularly appealing because it balances theory with real-world application, offering insights that cater to both newcomers and seasoned finance professionals. Whether you're aiming to refine your academic understanding or looking to enhance your practical skills, this book could be an invaluable addition to your financial library.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.

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