Isbn: 9780471495024 - fixed-income securities: dynamic methods for interest rate risk pricing and hedging (frontiers in finance series) (10 Ergebnisse)

gebundene Ausgabe. Zustand: Gut. 254 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 525.

Hardcover. Zustand: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. …

Hardcover. Zustand: Very Good. Fixed Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging (Frontiers in Finance Series) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. …

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: New. In English.

Zustand: New. pp. xv + 254 Illus..

Gebunden. Zustand: New. The pricing and hedging of fixed-income securities is technically more complicated than the pricing and hedging of equity instruments. The wide assortment of fixed-income products have different coupon structures, amortization, and fixed and/or floating rat.

Zustand: New. The pricing and hedging of fixed-income securities is technically more complicated than the pricing and hedging of equity instruments. The wide assortment of fixed-income products have different coupon structures, amortization, and fixed and/or floating rates. Series: Frontiers in Finance Series. Num Pages: 270 pages, Ill. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 239 x 161 x 24. Weight in Grams: 560. . 2001. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.…

Buch. Zustand: Neu. Neuware - Dynamic methods for interest rate risk pricing and hedging.Fixed-Income Securities provides a survey of modern methods for pricing and hedging fixed-income securities in the presence of interest rate risk. Modern theory of finance provides a wealth of new approaches to the important question of interest rate risk management, and this book brings them together, in a comprehensive and thorough treatment of the subject.Structured in an accessible manner, the authors begin by focusing on pricing and hedging certain cash flows, before moving on to consider pricing and hedging uncertain cash flows. In addition to the theoretical explanation, the authors provide numerous real-world examples and applications throughout.This is the first book I have seen to carefully cover such a wide set of topics in both theoretical and applied fixed-income modelling, ranging from the use of market information to obtain yield curves, to the pricing and hedging of bonds and fixed-income derivatives, to the currently active topic of defaultable yield-curve modelling. It will be particularly useful to practitioners.Darrell Duffie, Stanford UniversityThis is the most comprehensive theoretical treatment of the subject I ve ever seen. Mark Rubinstein, Haas School of Business, University of CaliforniaAn excellent review of interest rate models and of the pricing and hedging principles in the fixed-income area.Oldrich Alfons Vasicek, KMV Corporation.…

Hardcover. Zustand: Brand New. 1st edition. 254 pages. 9.50x6.25x1.00 inches. In Stock.