Martellini, Lionel.

Fixed-income securities : valuation, risk management, and portfolio strategies / Lionel Martellini, Philippe Priaulet, and Stéphane Priaulet. - Chichester ; Hoboken : Wiley, c2003. - xxix, 631 p. : ill. ; 25 cm. - Wiley finance . - Wiley finance .

Includes bibliographical references and indexes.

0470852771


Bonds--Mathematical models
Fixed-income securities--Mathematical models
Hedging (Finance)--Mathematical models
Portfolio management--Mathematical models

HG4650 / .M367 2003