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Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging - Frontiers in Finance Series Lionel Martellini
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Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging - Frontiers in Finance Series
Lionel Martellini
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.
270 pages, Ill.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 29 de noviembre de 2000 |
| ISBN13 | 9780471495024 |
| Editores | John Wiley & Sons Inc |
| Páginas | 275 |
| Dimensiones | 161 × 240 × 22 mm · 567 g |
| Lengua | Inglés |
