Fixed Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging

by Lionel Martellini and Philippe Priaulet

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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...

Format:Hardcover

Language:English

ISBN:0471495026

ISBN13:9780471495024

Release Date:January 2001

Publisher:Wiley

Length:264 Pages

Weight:1.15 lbs.

Dimensions:0.8" x 6.3" x 9.3"

Related Subjects

Business Business & Finance Business & Investing Economics Finance Investing Investments & Securities Popular Economics

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Fixed Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging

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