Pricing and hedging interest and credit risk sensitive instruments /

Bibliographic Details
Main Author:	Skinner, Frank, 1957-
Format:	Book
Language:	English
Published:	Oxford [England] ; Burlington, MA : Elsevier Butterworth-Heinemann, 2005.
Subjects:	Hedging (Finance) Interest rates > Mathematical models. Credit > Management > Mathematical models. Risk management > Mathematical models.

Description
Physical Description:	x, 375 pages : illustrations ; 24 cm. + 1 CD-ROM (4 3/4 in.)
Bibliography:	Includes bibliographical references (pages [361]-365) and index.
ISBN:	075066259X