Titre Fixed-income securities : valuation, risk management, and portfolio strategies / Lionel Martellini, Philippe Priaulet, and Stéphane Priaulet.

Adresse Bibliographique

Chichester, England ; Hoboken, N.J : Wiley, c2003.

Exemplaires

Localisation	Cote	Statut
Innovative University Special Collections	HG4650 .M367 2003	AVAILABLE

Description	xxix, 631 p : ill ; 25 cm.
Collection	Wiley finance series
Bibliography	Includes bibliographical references and indexes.
Sujet	Fixed-income securities -- Mathematical models.
	Portfolio management -- Mathematical models.
	Bonds -- Mathematical models.
	Hedging (Finance) -- Mathematical models.
Autre Auteur	Priaulet, Philippe.
	Priaulet, Stéphane.
ISBN	0470852771 (pbk)