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