Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging

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The pricing and hedging of fixed-income securities is technically more complicated than the pricing and hedging of equity instruments. The wide assortment of fixed-income products have different coupon structures, amortization, and fixed and/or floating rates.

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Autors Lionel Martellini, Philippe Priaulet
ISBN13 9780471495024
ISBN10 0471495026
Pàgines 275
Any Edició 2000
Fecha de publicación 29/11/2000
Idioma Alemany, Francès

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Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging (Alemany, Francès)

Name: Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging
Price: 117.32 EUR
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ISBN: 9780471495024