English
Fixed-Income Securities : Dynamic Methods for Interest Rate Risk Pricing and Hedging.
Appartenance & droits
MARTELLINI Lionel ; PRIAULET Philippe
2001
254
0-471-49502-6
134.54-MARTE
MARCHE DES CAPITAUX ; MATHEMATIQUES ; MATHEMATIQUES FINANCIERES ; TAUX D'INTERET ; SWAP
| N° | Cote | Code barre | Commentaire | |
|---|---|---|---|---|
| 1 | [disponible] |
Sommaire : Contents
Standard Notation.
PRICING AND HEDGING CERTAIN CASH-FLOWS
Deriving the Current Zero-Coupon Rate Curve.
Basic Assets Pricing and Hedging.
PRICING AND HEDGING UNCERTAIN CASH-FLOWS.
Modelling the Zero-Coupon Yield Curve Dynamics.
Pricing and Hedging Fixed-Income Derivatives.
MATHEMATICAL APPENDICES.
Appendix A: An Introduction to Stochastic Processes in Continuous Time.
Appendix B: Numerical Methods.
Langue : Anglais
Illustration(s) : Graphique(s)
Localisation : Bibliothèque Campus de Nice
Support : Papier
Etat : Présent
Propriétaire : Bibliothèque