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