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  <titleInfo>
    <title>Fixed-income securities</title>
    <subTitle>valuation, risk management, and portfolio strategies</subTitle>
  </titleInfo>
  <name type="personal">
    <namePart>Martellini, Lionel.</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
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  </name>
  <name type="personal">
    <namePart>Priaulet, Philippe.</namePart>
  </name>
  <name type="personal">
    <namePart>Priaulet, Stéphane.</namePart>
  </name>
  <typeOfResource>text</typeOfResource>
  <originInfo>
    <place>
      <placeTerm type="text">Chichester, England</placeTerm>
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    <place>
      <placeTerm type="text">Hoboken, N.J</placeTerm>
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    <publisher>Wiley</publisher>
    <dateIssued>c2003</dateIssued>
    <issuance>monographic</issuance>
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  <physicalDescription>
    <extent>xxix, 631 pages : Illustrations ;</extent>
  </physicalDescription>
  <note>Includes index.</note>
  <subject authority="lcsh">
    <topic>Fixed-income securities - mathematical models</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Portfolio management - mathematical models</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Bonds - mathematical models</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Hedging (finance) - mathematical models</topic>
  </subject>
  <classification authority="lcc">HG 4650 MAR</classification>
  <identifier type="isbn">0470852771 (pbk.)</identifier>
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