Global derivatives: products, theory and practice

Auteur : Benhamou, Eric
Éditeur : World Scientific Publishing Co Pte Ltd
ISBN : 9789812566898
Date de publication : 2 mai 2007
Langue : Anglais
Pays d'origine : Singapour

Provides a description of the fixed income derivatives business from a practitioner's point of view. With an overview of fixed income derivatives products and with particular emphasis on the concrete usage of mathematical models, this book is useful for anyone considering a career in derivatives either as a trader, a quant or a structurer.

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