Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging
Hardcover
$173.00
Premium Members save an extra 10% and all Members collect stamps to save with Rewards. 10 stamps = $5.Learn More
Select a store to view item availability.
Dynamic methods for interest rate risk pricing and hedging.
Fixed-Income Securities provides a survey of modern methods forpricing and hedging fixed-income securities in the presence ofinterest rate risk. Modern theory of finance provides a wealth ofnew approaches to the important question of interest rate riskmanagement, and this book brings them together, in a comprehensiveand thorough treatment of the subject.
Structured in an accessible manner, the authors begin by focusingon pricing ...
Fixed-Income Securities provides a survey of modern methods forpricing and hedging fixed-income securities in the presence ofinterest rate risk. Modern theory of finance provides a wealth ofnew approaches to the important question of interest rate riskmanagement, and this book brings them together, in a comprehensiveand thorough treatment of the subject.
Structured in an accessible manner, the authors begin by focusingon pricing ...






















