Product Description
Global fixed-income markets, both securities and their derivatives, have registered phenomenal growth over the past two decades, yet many instruments and strategies are often misunderstood and, as a result, mishandled for the purposes of effective risk management.
This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income securities and derivatives-using mathematics lightly… More >>
Non ho avuto il piacere di leggere il libro ma il nome dell’autore mi piaceva tantissimo…… è il mio (omonimia) Giorgio Questa
Rating: 5 / 5
I had the pleasure of having Mr. Questa as a guest lecuturer in a Fixed Income class. This book was used as the text, prior to its publication. The book is a great intro-intermediate fixed income book. It also covers the advanced stochastic models well. It is one of few books that also integrates the foreign exchange market into the analysis. In a few areas the book is difficult to follow however after a careful re-reading it sinks in.
Rating: 4 / 5