Fixed-income securities : dynamic methods for interest rate risk pricing and hedging

Author(s)

• Martellini, Lionel
• Priaulet, Philippe

Bibliographic Information

Fixed-income securities : dynamic methods for interest rate risk pricing and hedging

Lionel Martellini and Philippe Priaulet

（Wiley frontiers in finance）

Wiley, c2001

Note

Includes bibliographical references and index

Details

• NCID: BA51108562
• ISBN:
  • 0471495026
• LCCN: 00043341
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chichester
• Pages/Volumes: xv, 254 p.
• Size: 24 cm
• Classification:
  • LCC : HG4650
  • DC21 : 332.63/2042
• Subject Headings:
  • LCSH : Fixed-income securities -- Mathematical models
  • LCSH : Pricing -- Mathematical models
  • LCSH : Hedging (Finance) -- Mathematical models
• Parent Bibliography ID:
  • BA23608942