Could not connect to Amazon
Product Description
Fixed Income Securities: Valuation, Risk, and Risk Management (9780470109106): Pietro Veronesi: Books. Reviews and Praise For Fixed Income Securities...This book is a much needed guide to the complex landscape of modern fixed income securities and derivatives markets. Drawing on a few simple principles, but never neglecting the crucial details of each market, Pietro Veronesi lucidly explains how to model and manage fixed income risks. - John Y. Campbell, Department Chair, Harvard University Department of EconomicsPietro Veronesi has given us an instant classic on fixed income markets. This book takes a completely new approach to the subject, combining a rich set of modeling issues with excellent intuition and coverage of institutional details. - Darrell Duffie, Dean Witter Distinguished Professor of Finance, Stanford University Graduate School of BusinessVeronesi's book provides a new standard reference for students of fixed income markets. Veronesi presents his material using easy to follow arguments and prose making the book easily accessible to students who are new to these markets. In addition, Veronesi provides a wonderful set of examples based on real-world data and situations. These examples provide readers with a deeper understanding of both the pricing of fixed income securities and the working of the markets. Even experts in the field will find his examples very insightful. Highly recommended reading! - John C. Heaton, Joseph L. Gidwitz Professor of Finance, The University of Chicago Booth School of BusinessThis is an extraordinarily comprehensive treatment of the pricing and hedging of fixed-income securities. Professor Veronesi's masterful blending of theory and practice highlights the growing importance of fixed-income markets in the global economy while making the many complex products and risk management problems fully accessible. It will surely become a must have reference for academics and practitioners alike. - Kenneth J. Singleton, Adams Distinguished Professor of Management, Stanford University Graduate School of BusinessI just taught a class using this book, and believe there is currently no better fixed income textbook on the market. It has an unmatched combination of rigorous coverage, user-friendly worked examples, and institutional detail, making it a pleasure to teach (and to learn) from. - Richard Stanton, Professor of Finance and Barbara and Gerson Bakar Faculty Fellow, Haas School of Business, University of California, Berkeley
Shipping Weight: 2 pounds
|