[size=0.86em] December 23, 2009 | ISBN-10: 0071621202 | ISBN-13: 978-0071621205 | Edition: 1
A complete guide for professionals with advanced mathematical skills but little or no financial knowledge . . .
You’re smart. Logical. Mathematically adept. One of those people who can make quick work of long, difficult equations. But when it comes to managing a financial portfolio and managing risk, you wonder if you’re missing out.
Fixed Income Finance is the book for you. It’s the perfect introduction to the concepts, formulas, applications, and methodology, all derived from first principles, that you need to succeed in the world of quantitative finance—with a special emphasis on fixed incomes. Written by two of the sharpest analytical minds in their fields, this instructive guide takes you through the basics of fixed income finance, including many new and original results, to help you understand:
- Treasury Bonds and the Yield Curve
- The Macroeconomics behind Term Structure Models
- Structural Models for Corporate Bonds and Portfolio Diversification
- Options
- Fixed Income Derivatives
- Numerical Techniques
Brilliantly researched, impeccably detailed, and thoroughly comprehensive, Fixed Income Finance is applied mathematics at its best and most useful.


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