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

by Lionel Martellini (Author), PhilippePriaulet (Author)

• New

  Hardcover
  2000

  $116.41

  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.