Description
John Wiley Fixed Income Securities: Valuation, Risk And Risk Management by Pietro Veronesi
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" of all the possible interest rate securities ever been invented. It provides instead examples and methodologies that can be applied quite universally, once the basic concepts have been understood.