This textbook will be designed for fixed-income securities coursestaught on MSc Finance and MBA courses. There is currently nosuitable text that offers a 'Hull-type' book for the fixed incomestudent m ...Celý popis
This textbook will be designed for fixed-income securities coursestaught on MSc Finance and MBA courses. There is currently nosuitable text that offers a 'Hull-type' book for the fixed incomestudent market. This book aims to fill this need. The book willcontain numerous worked examples, excel spreadsheets, with abuilding block approach throughout. A key feature of the book willbe coverage of both traditional and alternative investmentstrategies in the fixed-income market, for example, the book willcover the modern strategies used by fixed-income hedge funds.
The text will be supported by a set of PowerPoint slides foruse by the lecturer
First textbook designed for students written on fixed-incomesecurities - a growing market
Contains numerous worked examples throughout
Includes coverage of important topics often omitted in otherbooks i.e. deriving the zero yield curve, deriving credit spreads, hedging and also covers interest rate and credit derivatives
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