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