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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MARC


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090	0	0	\|a HG4650 \|b .M366 2001
100	1	#	\|a Martellini, Lionel
245	1	1	\|a Fixed-income securities \|b dynamic methods for interest rate risk pricing and hedging \|c Lionel Martellini, Philippe Priaulet
260	#	#	\|a Chichester, England \|b John Wiley \|c 2001
300	#	#	\|a xv, 254 p. \|b ill. \|c 22 cm
490	1	#	\|a Wiley finance series
504	#	#	\|a Includes bibliographical references and index
650	#	0	\|a Fixed-income securities \|x Mathematical models
650	#	0	\|a Pricing \|x Mathematical models
700	1	#	\|a Priaulet, Philippe
856	4	0	\|z Click Here to View Status and Holdings. \|u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=212002
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