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Fixed Income Securities: Valuation, Risk, and Risk Management, by Pietro Veronesi
Free PDF Fixed Income Securities: Valuation, Risk, and Risk Management, by Pietro Veronesi
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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.
- Sales Rank: #64156 in Books
- Brand: Wiley
- Published on: 2010-01-12
- Original language: English
- Number of items: 1
- Dimensions: 10.10" h x 1.30" w x 7.25" l, 2.84 pounds
- Binding: Hardcover
- 848 pages
From the Back Cover
Reviews and Praise For Fixed Income Securities...
"This book is a much needed guide to the complex landscape of modern fixed income securities and derivatives markets. Drawing on a few simple principles, but never neglecting the crucial details of each market, Pietro Veronesi lucidly explains how to model and manage fixed income risks." - John Y. Campbell, Department Chair, Harvard University Department of Economics
"Pietro Veronesi has given us an instant classic on fixed income markets. This book takes a completely new approach to the subject, combining a rich set of modeling issues with excellent intuition and coverage of institutional details." - Darrell Duffie, Dean Witter Distinguished Professor of Finance, Stanford University Graduate School of Business
"Veronesi's book provides a new standard reference for students of fixed income markets. Veronesi presents his material using easy to follow arguments and prose making the book easily accessible to students who are new to these markets. In addition, Veronesi provides a wonderful set of examples based on real-world data and situations. These examples provide readers with a deeper understanding of both the pricing of fixed income securities and the working of the markets. Even experts in the field will find his examples very insightful. Highly recommended reading!" - John C. Heaton, Joseph L. Gidwitz Professor of Finance, The University of Chicago Booth School of Business
"This is an extraordinarily comprehensive treatment of the pricing and hedging of fixed-income securities. Professor Veronesi's masterful blending of theory and practice highlights the growing importance of fixed-income markets in the global economy while making the many complex products and risk management problems fully accessible. It will surely become a "must have" reference for academics and practitioners alike." - Kenneth J. Singleton, Adams Distinguished Professor of Management, Stanford University Graduate School of Business
"I just taught a class using this book, and believe there is currently no better fixed income textbook on the market. It has an unmatched combination of rigorous coverage, user-friendly worked examples, and institutional detail, making it a pleasure to teach (and to learn) from." - Richard Stanton, Professor of Finance and Barbara and Gerson Bakar Faculty Fellow, Haas School of Business, University of California, Berkeley
About the Author
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.
Most helpful customer reviews
12 of 12 people found the following review helpful.
Blows Tuckman out of water
By collateral_damager
As a fixed income practitioner, I have long lamented the lack of resources combining academic rigor (like Martellini, Rebonato, etc.) and practical application (Tuckman, Fabozzi eh). The closest book I have found to addressing the challenges of someone working with fixed income in their day-to-day jobs is Tuckman, a reasonably well-written book, although more of a handbook for advanced users than a tutorial to the markets.
Veronesi is possibly the best fixed income introduction ever written. It does not skimp on mathematical thoroughness, as evidenced by crystal clear sections on term structure modeling and continuous time finance, as well as practical examples, including sections on term curve fitting, PCA/regression-based hedging, and well-written case studies throughout.
In short, this has become my favorite reference to the fixed income markets and I highly recommend it to practitioners or even students with some mathematical sophistication and exposure to the markets.
5 of 5 people found the following review helpful.
Great book!
By ADV
I just taught a course using this book as a guide and I can say it is just what we needed. It lies in between mathematically oriented books such as Brigo-Mercurio and more intuitive approaches such as Hull. It is one of the few books I have seen that does a pretty good job at explaining plain vanilla instruments such as interest rate swaps, caps & floors and swaptions. At the same time the exposition of the various interest rate models and the forward measure is excellent. I do not give it five stars only because at certain points the mathematics is very imprecise and leads to confusion. See for example the treatment of HJM framework when the author uses Stochastic Fubini with very little explanation.
Nonetheless, this is a must have and I am looking forward to edition number two.
0 of 0 people found the following review helpful.
Fantastic book for practitioners and people seeking to understand modern fixed income instruments and pricing methodologies
By Rali
I read the book through and through while taking the author's course on Fixed Income Asset Pricing at The University of Chicago, and I ,must say, unlike one of the reviewers, I did not encounter more than 10-15 typos throughout the book (and I usually notice them). The book is incredibly clear, very suitable for self-study, and the examples are easy to understand. The data provided actually makes things that much more concrete, which helps if you want to build code to implement the pricing methods discussed. I highly recommend the book for a practitioner as the book never gets bogged down by the mathematics or complicated proofs, - the math is there - but the "proof" is in the incredible intuition the author conveys for the equations and the formulas. Incredible work and a book I often refer to.
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