Cover Image

Pricing and hedging interest and credit risk sensitive instruments /

Show other versions (1)

This book is tightly focused on the pricing and hedging of fixed income securities and their derivatives. It is targeted at those who are interested in trading these instruments in an investment bank, but is also useful for those responsible for monitoring compliance of the traders such as regulator...

Full description

Bibliographic Details
Main Author: Skinner, Frank, 1957-
Corporate Author: ScienceDirect (Online service)
Format: eBook
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.
Couverture (Finances)
Taux d'intérêt > Modèles mathématiques.
Crédit > Gestion > Modèles mathématiques.
Gestion du risque > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Credit > Management > Mathematical models
Interest rates > Mathematical models
Risk management > Mathematical models
Electronic books.
Online Access:Connect to the full text of this electronic book

Internet

Connect to the full text of this electronic book

Available Online

Holdings details from Available Online
Call Number: HG6024.A3 S564 2005eb
 
Call Number Status Get It
HG6024.A3 S564 2005eb Available