Fixed Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging (Frontiers in Finance Series)

Fixed Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging (Frontiers in Finance Series)

by Lionel Martellini (Author), PhilippePriaulet (Author)

Synopsis

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.

$118.06

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 350
Publisher: John Wiley & Sons
Published: 29 Nov 2000

ISBN 10: 0471495026
ISBN 13: 9780471495024