Fixed-income securities dynamic methods for interest rate risk pricing and hedging

Fixed-income securities dynamic methods for interest rate risk pricing and hedging

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Bibliographic Details
Main Author: Martellini, Lionel
Other Authors: Priaulet, Philippe
Format: Unknown
Published: Chichester, England John Wiley 2001
Series:Wiley finance series
Subjects:
Fixed-income securities > Mathematical models
Pricing > Mathematical models
Online Access:Click Here to View Status and Holdings.
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Description
Physical Description:xv, 254 p. ill. 22 cm
Bibliography:Includes bibliographical references and index
ISBN:0471495026

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