Fixed-income securities : dynamic methods for interest rate risk pricing and hedging
Lionel Martellini and Philippe Priaulet
| Year of publication: |
2001
|
|---|---|
| Authors: | Martellini, Lionel ; Priaulet, Philippe |
| Publisher: |
Chichester : Wiley |
| Subject: | Anleihe | Bond | Zinsrisiko | Interest rate risk | Hedging | Theorie | Theory | Mathematisches Modell | Einkommenssicherung | Preisbildung |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [loc.gov] |
| Extent: | XV, 254 S graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical reference p. [243] - 251 and index |
| ISBN: | 0-471-49502-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001484122