Fixed Income Asset Pricing: Valuation, Risk, and Risk Management
Veronesi, Pietro
ISBN 10: 0470109106 ISBN 13: 9780470109106
Verlag: John Wiley & Sons Inc, 2010
Neu
Hardcover
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Beschreibung
Beschreibung:
university ed edition. 848 pages. 10.25x7.50x1.50 inches. In Stock. Bestandsnummer des Verkäufers 0470109106
Inhaltsangabe:
The deep understanding of the forces that affect the valuation, risk and return of fixed income securities and their derivatives has never been so important. As the world of fixed income securities becomes more complex, anybody who studies fixed income securities must be exposed more directly to this complexity. This book provides a thorough discussion of these complex securities, the forces affecting their prices, their risks, and of the appropriate risk management practices. Fixed Income Securities, however, provides a methodology, and not a shopping list. It provides instead examples and methodologies that can be applied quite universally, once the basic concepts have been understood.
Über die Autorin bzw. den Autor: Pietro Veronesi is the Roman Family Professor of Finance at the Booth School of Business at The University of Chicago, where he teaches Masters and PhD-level courses in Finance. His research focuses on asset pricing, stock and bond valuation under Bayesian uncertainty and learning, and equilibrium models of return predictability. Dr. Veronesi is a research associate of the National Bureau of Economic Research and a research fellow of the center for Economic and Policy Research. His work has appeared in numerous publications, including the Journal of Political Economy, Journal of Finance, Journal of Financial Economics, and Review of Financial Studies.
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Bibliografische Details
Titel: Fixed Income Asset Pricing: Valuation, Risk,...
Verlag: John Wiley & Sons Inc
Erscheinungsdatum: 2010
Einband: Hardcover
Zustand: Brand New