Fixed-Income Securities

Lionel Martellini, Philippe Priaulet

John Wiley & Sons Inc, 2000

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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.

ISBN-13
9780471495024
ISBN-10
0471495026
Publisher
John Wiley & Sons Inc
Year
2000
Publication date
2000-11-29
Pages
275
Dimensions
240x161x22
Weight
567