FIXED INCOME SECURITIES VALUATION RISK MANAGEMENT AND PORTFOLIO STRATEGIES

THIS TEXTBOOK WILL BE DESIGNED FOR FIXED--INCOME SECURITIES COURSES TAUGHT ON MSC FINANCE AND MBA COURSES. THERE IS CURRENTLY NO SUITABLE TEXT THAT OFFERS A A HULL--TYPEA BOOK FOR THE FIXED INCOME STUDENT MARKET. THIS BOOK AIMS TO FILL THIS NEED. THE BOOK WILL CONTAIN NUMEROUS WORKED EXAMPLES, EXCEL SPREADSHEETS, WITH A BUILDING BLOCK APPROACH THROUGHOUT. A KEY FEATURE OF THE BOOK WILL BE COVERAGE OF BOTH TRADITIONAL AND ALTERNATIVE INVESTMENT STRATEGIES IN THE FIXED--INCOME MARKET, FOR EXAMPLE, THE BOOK WILL COVER THE MODERN STRATEGIES USED BY FIXED--INCOME HEDGE FUNDS.* THE TEXT WILL BE SUPPORTED BY A SET OF POWERPOINT SLIDES FOR USE BY THE LECTURER* FIRST TEXTBOOK DESIGNED FOR STUDENTS WRITTEN ON FIXED--INCOME SECURITIES -- A GROWING MARKET* CONTAINS NUMEROUS WORKED EXAMPLES THROUGHOUT* INCLUDES COVERAGE OF IMPORTANT TOPICS OFTEN OMITTED IN OTHER BOOKS I.E. DERIVING THE ZERO YIELD CURVE, DERIVING CREDIT SPREADS, HEDGING AND ALSO COVERS INTEREST RATE AND CREDIT DERIVATIVES