Fixed Income Securities: Valuation, Risk, and Risk Management

Fixed Income Securities: Valuation, Risk, and Risk Management
ISBN-10
0470109106
ISBN-13
9780470109106
Category
Business & Economics
Pages
848
Language
English
Published
2010-01-12
Publisher
John Wiley & Sons
Author
Pietro Veronesi

Description

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 methodologies that can be applied quite universally, once the basic concepts have been understood.

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