Deutsch, Hans-Peter; Beinker, Mark - 2019 - Fifth edition
-- 12. Hedging -- 13. Martingales and Numeraires -- 14. Interest Rates and Term Structure Models -- 15. Simple Interest Rate … derivative pricing, risk management and portfolio optimization, covering all relevant topics with enough hands-on, depth of … finance book has been comprehensively reviewed. New chapters/content cover multicurve bootstrapping, the valuation and hedging …