Martellini, Lionel.

Fixed-income securities : valuation, risk management, and portfolio strategies / - Chichester, England ; Hoboken, N.J. : Wiley, c2003. - xxix, 631 pages : Illustrations ;

Includes index.

0470852771 (pbk.)


Fixed-income securities - mathematical models.
Portfolio management - mathematical models.
Bonds - mathematical models.
Hedging (finance) - mathematical models.

HG 4650 / MAR