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

Regular price ₱2,173.05 ₱985.05 55% off
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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

Regular price ₱2,173.05 ₱985.05 55% off
Unit price
per
ISBN: 9780471495024
Publisher: Wiley
Date of Publication: 2001-01-16
Format: Hardcover
Related Collections: Economics, Personal Development, Business
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
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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.