Martellini, Lionel.
Fixed-income securities : valuation, risk management, and portfolio strategies / Lionel Martellini, Philippe Priaulet, and Stéphane Priaulet. - xxix, 631 pages : illustrations ; 25 cm. - Wiley finance series . - Wiley finance series. .
Includes bibliographical references and indexes.
9780470852774 (paperback)
Fixed-income securities--Mathematical models.
Portfolio management--Mathematical models.
Bonds--Mathematical models.
Hedging (Finance)--Mathematical models.
332.632044 / MAR 2003
Fixed-income securities : valuation, risk management, and portfolio strategies / Lionel Martellini, Philippe Priaulet, and Stéphane Priaulet. - xxix, 631 pages : illustrations ; 25 cm. - Wiley finance series . - Wiley finance series. .
Includes bibliographical references and indexes.
9780470852774 (paperback)
Fixed-income securities--Mathematical models.
Portfolio management--Mathematical models.
Bonds--Mathematical models.
Hedging (Finance)--Mathematical models.
332.632044 / MAR 2003