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内容説明
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 ’Hull-type’ 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
Book Description
This is the first comprehensive textbook for students studying fixed-income securities， and is ideally suited to MBA， MSc and final year undergraduate students in Finance and related topics.  The text offers an accessible and detailed account of interest rates and risk management in bond markets. It develops insights into different bond portfolio strategies， and illustrates how various types of derivative securities can be used to shift the risks associated with investing in fixed-income securities. It also provides extensive coverage on all sectors of the bond market， and the techniques for valuing bonds. In addition， explanation is given of state-of-the-art techniques for bond portfolio management， including: * A description of numerous fixed-income assets and related securities， namely zero coupon government bonds， coupon bearing government bonds， corporate bonds， exchange-traded bond options， bonds with embedded options， floating rate notes， caps， floors and collars， swaptions， credit derivatives， mortgage-backed securities， etc.
* The development of tools to analyse interest rate sensitivity and to value fixed- income securities， with an emphasis on active and passive bond management， and an overview of techniques used by mutual fund and also hedge fund managers. With numerous worked examples covering the valuation， risk management and portfolio strategies of fixed income securities， and imaginative discussion of important topics such as deriving the zero yield curve， deriving credit spreads， and hedging interest rate risk， the text provides an accessible route into the complex worlds of fixed income securities. ?The authors have produced a work of the very highest quality.  As focused as it is comprehensive， this is a superb contribution to the literature...?
Moorad Choudhry， VP， Structured Finance Services， JPMorgan Chase Bank， Senior Fellow， Centre for Mathematical Trading and Finance， CASS Business School， London.

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