Fixed Income Securities：Valuation, Risk, and Risk Management

图书标准信息

• 作者 Pietro Veronesi 著
• 出版社 Wiley
• 出版时间 2010-01
• 版次 1
• ISBN 9780470109106
• 定价 1430.60元
• 装帧 精装
• 开本 其他
• 纸张 其他
• 页数 848页
• 正文语种 英语

【内容简介】

Thedeepunderstandingoftheforcesthataffectthevaluation,riskandreturnoffixedincomesecuritiesandtheirderivativeshasneverbeensoimportant.Astheworldoffixedincomesecuritiesbecomesmorecomplex,anybodywhostudiesfixedincomesecuritiesmustbeexposedmoredirectlytothiscomplexity.Thisbookprovidesathoroughdiscussionofthesecomplexsecurities,theforcesaffectingtheirprices,theirrisks,andoftheappropriateriskmanagementpractices.FixedIncomeSecurities,however,providesamethodology,andnota"shoppinglist"ofallthepossibleinterestratesecuritieseverbeeninvented.Itprovidesinsteadexamplesandmethodologiesthatcanbeappliedquiteuniversally,oncethebasicconceptshavebeenunderstood.

【作者简介】

PietroVeronesiistheRomanFamilyProfessorofFinanceattheBoothSchoolofBusinessatTheUniversityofChicago,whereheteachesMastersandPhD-levelcoursesinFinance.Hisresearchfocusesonassetpricing,stockandbondvaluationunderBayesianuncertaintyandlearning,andequilibriummodelsofreturnpredictability.Dr.VeronesiisaresearchassociateoftheNationalBureauofEconomicResearchandaresearchfellowofthecenterforEconomicandPolicyResearch.Hisworkhasappearedinnumerouspublications,includingtheJournalofPoliticalEconomy,JournalofFinance,JournalofFinancialEconomics,andReviewofFinancialStudies.