DYNKIN, Lev, and others.

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Quantitative Management of Bond Portfolios. First edition, inscribed on the front endpapers by four of the five authors to Steve Ross, who wrote the foreword. Ross, the inaugural Franco Modigliani Professor of Financial Economics at the MIT Sloan School of Business Management who was best known for his arbitrage pricing theory, described this work as a "wonderful and unique addition to my bookshelf" (p. ix). Ross adds that "Here, one of the most talented and experienced groups of 'quants' on the street explains how to put theory into practice to manage bond portfolios" (p. ix). At the time, the authors Lev Dynkin, Anthony Gould, Jay Hyman, Vadim Konstantinovsky, and Bruce Phelps, were with the Lehman Brothers Quantitative Portfolio Strategies Group.

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