Fixed-income securities : dynamic methods for interest rate risk pricing and hedging
Year of publication: |
2001
|
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Authors: | Martellini, Lionel ; Priaulet, Philippe |
Publisher: |
Chichester [u.a.] : Wiley |
Subject: | Hedging | Mathematisches Modell | Einkommenssicherung | Preisbildung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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The SABR/LIBOR market model : pricing, calibrating and hedging for complex interst-rate derivatives
Rebonato, Riccardo, (2009)
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Fixed-income securities : dynamic methods for interest rate risk pricing and hedging
Martellini, Lionel, (2001)
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Pricing derivative securities : an interactive, dynamic environment with Maple V and Matlab
Prisman, Eliezer Z., (2000)
- More ...
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Choudhry, Moorad, (2008)
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General characteristics of bonds
Martellini, Lionel, (2008)
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Martellini, Lionel, (2008)
- More ...