Fixed-income securities: dynamic methods for interest rate risk pricing and hedging
Auteur :
Martellini, Lionel / Priaulet, Philippe
Éditeur :
John Wiley & Sons Inc
ISBN :
9780471495024
Date de publication :
29 nov. 2000
Dimensions :
24,0 x 16,1 x 2,2 cm
Poids :
567 g
Langue :
Anglais
Pays d'origine :
USA
The pricing and hedging of fixed-income securities is technically more complicated than the pricing and hedging of equity instruments. The wide assortment of fixed-income products have different coupon structures, amortization, and fixed and/or floating rates.