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Fixed-Income Securities

Dynamic Methods for Interest Rate Risk Pricing and Hedging

af Lionel Martellini

Bog, Hardback, Engelsk, 2000

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.

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Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9780471495024
  • Udgivet29/11/2000
  • Udgivet afJohn Wiley & Sons Inc
  • Længde264 sider
  • ForfatterLionel Martellini
  • GenreBusiness og læring, Økonomi og finans