HOME | BESTSELLERS | NEW RELEASES | PRICE WATCH | FICTION | BIOGRAPHIES | E-BOOKS |
+ PRICE WATCH
* Amazon pricing is not included in price watch
Fixed-income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging (Frontiers in Finance Series) Book
Fixed-Income Securities provides a survey of modern methods for pricing and hedging fixed-income securities in the presence of interest rate risk. Modern theory of finance provides a wealth of new approaches to the important question of interest rate risk management, and this book brings them together in a comprehensive and thorough treatment of the subject. Structured in an accessible manner, the authors begin by focusing on pricing and hedging certain cash flows, before moving on to consider pricing and hedging uncertain cash flows. In addition to the theoretical explanation, the authors provide numerous real-world examples and applications throughout. Fixed-Income SecuritiesProvides comprehensive coverage of pricing and hedging fixed-income securitiesContains numerous real-world examples and applicationsOffers an accessible and well-structured exposition of a technically difficult areaFixed-Income Securities will be of interest to both finance practitioners and students. "This is the first book I have seen to carefully cover such a wide set of topics in both theoretical and applied fixed-income modelling, ranging from the use of market information to obtain yield curves, to the pricing and hedging of bonds and fixed-income derivatives, to the currently active topic of defaultable yield curve modelling. It will be particularly useful to practitioners." Darrell Duffie, Stanford University "This is the most comprehensive theoretical treatment of the subject Ive ever seen." Mark Rubinstein, Haas School of Business, University of CaliforniaRead More
from£N/A | RRP: * Excludes Voucher Code Discount Also available Used from £N/A
- 0471495026
- 9780471495024
- Lionel Martellini, Philippe Priaulet
- 29 November 2000
- John Wiley & Sons
- Hardcover (Book)
- 350
As an Amazon Associate we earn from qualifying purchases. If you click through any of the links below and make a purchase we may earn a small commission (at no extra cost to you). Click here to learn more.
Would you like your name to appear with the review?
We will post your book review within a day or so as long as it meets our guidelines and terms and conditions. All reviews submitted become the licensed property of www.find-book.co.uk as written in our terms and conditions. None of your personal details will be passed on to any other third party.
All form fields are required.