Fixed-income Securities - Dynamic Methods for Interest Rate Risk Pricing and Hedging - Hardback - 2000

Lionel Martellini, Philippe Priaulet

The pricing and hedging of fixedincome securities is technically more complicated than the pricing and hedging of equity instruments. The wide assortment of fixedincome products have different coupon structures, amortization, and fixed and/or floating rates.
Year of publication: 2000
Pagination: 270 pages, Ill.
Format: Hardback
Serie: Frontiers in Finance Series

Fixed-income Securities - Dynamic Methods for Interest Rate...

Fixed-income Securities - Dynamic Methods for Interest Rate Risk Pricing and Hedging - Hardback - 2000

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Editora: John Wiley and Sons Ltd

Idiomas: Inglês

Dimensão: 239 x 161 x 24

Peso: 560

Colecção: Finance & accounting

Tema: Investment & securities

Origem: United Kingdom

EAN: 9780471495024

Fixed-income Securities - Dynamic Methods for Interest Rate Risk Pricing and Hedging - Hardback - 2000

Lionel Martellini, Philippe Priaulet

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