Valuation, Risk, and Risk Management
This textbook, written by Pietro Veronesi, focuses on the complex world of fixed income securities and their derivatives. The book provides insight into the valuation, risk, and risk management of these important financial instruments.
Description
Fixed income securities are becoming increasingly complex, making an in-depth understanding of the factors that influence their price, risk, and return essential. This book thoroughly covers the mechanisms behind valuation and risk in fixed income, with an emphasis on practical risk management methods. It does not provide an exhaustive list of products, but offers universally applicable examples and methodologies, enabling readers to apply the fundamental concepts effectively in practice.
Product specifications
- Author: Pietro Veronesi (University of Chicago, Booth School of Business)
- Publisher: John Wiley & Sons Inc
- Publication date: 2010-02-02
- Number of pages: 848
- ISBN: 9780470109106
- Theme: Investment and securities
- BISAC: BUSINESS & ECONOMICS / Investments & Securities / General
About the author
Pietro Veronesi is a Professor of Finance at the Booth School of Business of the University of Chicago. His research focuses on asset pricing, valuation of stocks and bonds under uncertainty, and risk predictability. Veronesi publishes, among other outlets, in the Journal of Political Economy, Journal of Finance, and Review of Financial Studies.