by Lionel Martellini (Author), PhilippePriaulet (Author)
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.
Format: Hardcover
Pages: 350
Publisher: John Wiley & Sons
Published: 29 Nov 2000
ISBN 10: 0471495026
ISBN 13: 9780471495024