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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
CAPITAL MARKET ; MATHEMATICS ; FINANCIAL MATHEMATICS ; INTEREST RATE ; SWAP
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [available] |
Contents : 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.
Language : English
Figure(s) : Graphique(s)
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque