Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies

This textbook will be designed for fixed-income securities coursestaught on MSc Finance and MBA courses. There is currently nosuitable text that offers a 'Hull-type' book for the fixed incomestudent market. This book aims to fill this need. The book willcontain numerous worked examples, excel spreadsheets, with abuilding block approach throughout. A key feature of the book willbe coverage of both traditional and alternative investmentstrategies in the fixed-income market, for example, the book willcover the modern strategies used by fixed-income hedge funds.

• The text will be supported by a set of PowerPoint slides foruse by the lecturer
• First textbook designed for students written on fixed-incomesecurities - a growing market
• Contains numerous worked examples throughout
• Includes coverage of important topics often omitted in otherbooks i.e. deriving the zero yield curve, deriving credit spreads, hedging and also covers interest rate and credit derivatives