The Handbook of Fixed Income Options: Strategies, Pricing and Applications [Hardcover]

Frank J. Fabozzi (Editor)

Book Description

ISBN-10: 0786310235 | ISBN-13: 978-0786310234 | Publication Date: March 1, 1996 | Edition: 2 Rev Sub

This revised edition covers a range of issues in the field of fixed-income options, including portfolio and trading strategies, valuing securities and embedded options, and risk control tool with option features. Option characteristics, contracts and pricing are provided, and the text also covers trading, hedging and arbitrage.

Product Details

• Hardcover: 527 pages
• Publisher: Probus Pub Co; 2 Rev Sub edition (March 1, 1996)
• Language: English
• ISBN-10: 0786310235
• ISBN-13: 978-0786310234
• Product Dimensions: 9.1 x 5.9 x 1.7 inches
• Shipping Weight: 1.8 pounds
• Average Customer Review: 2.0 out of 5 stars  See all reviews (1 customer review)
• Amazon Best Sellers Rank: #2,136,497 in Books (See Top 100 in Books)

More About the Author

Frank J. Fabozzi is Professor in the Practice of Finance and Becton Fellow at the Yale School of Management and Editor of the Journal of Portfolio Management. He is a Chartered Financial Analyst and earned a doctorate in economics from the City University of New York.

Customer Reviews

Most Helpful Customer Reviews

1 of 3 people found the following review helpful:

2.0 out of 5 stars Dust off your Ph.d and Try to Decipher the Options Market, May 20, 2001

By 

M. B. Scheinbaum (Angel fire, NM) - See all my reviews
(REAL NAME)   

Amazon Verified Purchase

This review is from: The Handbook of Fixed Income Options: Strategies, Pricing and Applications (Hardcover)

An executive I respect felt that this book by one of his old professors would give great insight to Foreign Currency Option Stategies. As more of a fundamental analyst than a technician I was mostly lost. I struggled through a master's and most of a doctorate, but statistics was always a pain. Beware that advanced mathematical underpinnings are crucial to the enjoyment of the book. For the amateur who wants to understand why rocket scientists (for real) are hired from Cal Poly and MIT to run Wall Street trading programs, we;;, just keep this book near your computer when you think your day trading will beat the pros.