Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging

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9780471495024: Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging

Dynamic methods for interest rate risk pricing and hedging. Fixed-Income Securities provides a survey of modern methods for pricing and hedging fixed-income securities in the presence of interest rate risk. Modern theory of finance provides a wealth of new approaches to the important question of interest rate risk management, and this book brings them together, in a comprehensive and thorough treatment of the subject. Structured in an accessible manner, the authors begin by focusing on pricing and hedging certain cash flows, before moving on to consider pricing and hedging uncertain cash flows. In addition to the theoretical explanation, the authors provide numerous real-world examples and applications throughout. This is the first book I have seen to carefully cover such a wide set of topics in both theoretical and applied fixed-income modelling, ranging from the use of market information to obtain yield curves, to the pricing and hedging of bonds and fixed-income derivatives, to the currently active topic of defaultable yield-curve modelling. It will be particularly useful to practitioners.Darrell Duffie, Stanford University This is the most comprehensive theoretical treatment of the subject I ve ever seen. Mark Rubinstein, Haas School of Business, University of California An excellent review of interest rate models and of the pricing and hedging principles in the fixed-income area.Oldrich Alfons Vasicek, KMV Corporation

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Martellini, Lionel; Priaulet, Philippe
Editore: John Wiley and Sons Ltd, United Kingdom (2001)
ISBN 10: 0471495026 ISBN 13: 9780471495024
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2001. Hardback. Condizione libro: New. 237 x 159 mm. Language: English . Brand New Book. Dynamic methods for interest rate risk pricing and hedging. Fixed-Income Securities provides a survey of modern methods for pricing and hedging fixed-income securities in the presence of interest rate risk. Modern theory of finance provides a wealth of new approaches to the important question of interest rate risk management, and this book brings them together, in a comprehensive and thorough treatment of the subject. Structured in an accessible manner, the authors begin by focusing on pricing and hedging certain cash flows, before moving on to consider pricing and hedging uncertain cash flows. In addition to the theoretical explanation, the authors provide numerous real-world examples and applications throughout. This is the first book I have seen to carefully cover such a wide set of topics in both theoretical and applied fixed-income modelling, ranging from the use of market information to obtain yield curves, to the pricing and hedging of bonds and fixed-income derivatives, to the currently active topic of defaultable yield-curve modelling. It will be particularly useful to practitioners.Darrell Duffie, Stanford University This is the most comprehensive theoretical treatment of the subject I ve ever seen. Mark Rubinstein, Haas School of Business, University of California An excellent review of interest rate models and of the pricing and hedging principles in the fixed-income area.Oldrich Alfons Vasicek, KMV Corporation. Codice libro della libreria AAH9780471495024

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Martellini, Lionel; Priaulet, Philippe
Editore: John Wiley and#38; Sons (2000)
ISBN 10: 0471495026 ISBN 13: 9780471495024
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Descrizione libro John Wiley and#38; Sons, 2000. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780471495024

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Martellini, Lionel; Priaulet, Philippe
Editore: John Wiley and Sons Ltd, United Kingdom (2001)
ISBN 10: 0471495026 ISBN 13: 9780471495024
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2001. Hardback. Condizione libro: New. 237 x 159 mm. Language: English . Brand New Book. Dynamic methods for interest rate risk pricing and hedging. Fixed-Income Securities provides a survey of modern methods for pricing and hedging fixed-income securities in the presence of interest rate risk. Modern theory of finance provides a wealth of new approaches to the important question of interest rate risk management, and this book brings them together, in a comprehensive and thorough treatment of the subject. Structured in an accessible manner, the authors begin by focusing on pricing and hedging certain cash flows, before moving on to consider pricing and hedging uncertain cash flows. In addition to the theoretical explanation, the authors provide numerous real-world examples and applications throughout. This is the first book I have seen to carefully cover such a wide set of topics in both theoretical and applied fixed-income modelling, ranging from the use of market information to obtain yield curves, to the pricing and hedging of bonds and fixed-income derivatives, to the currently active topic of defaultable yield-curve modelling. It will be particularly useful to practitioners.Darrell Duffie, Stanford University This is the most comprehensive theoretical treatment of the subject I ve ever seen. Mark Rubinstein, Haas School of Business, University of California An excellent review of interest rate models and of the pricing and hedging principles in the fixed-income area.Oldrich Alfons Vasicek, KMV Corporation. Codice libro della libreria AAH9780471495024

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Descrizione libro John Wiley and Sons Ltd. Hardback. Condizione libro: new. BRAND NEW, Fixed-income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging, Lionel Martellini, Philippe Priaulet, Dynamic methods for interest rate risk pricing and hedging. Fixed-Income Securities provides a survey of modern methods for pricing and hedging fixed-income securities in the presence of interest rate risk. Modern theory of finance provides a wealth of new approaches to the important question of interest rate risk management, and this book brings them together, in a comprehensive and thorough treatment of the subject. Structured in an accessible manner, the authors begin by focusing on pricing and hedging certain cash flows, before moving on to consider pricing and hedging uncertain cash flows. In addition to the theoretical explanation, the authors provide numerous real-world examples and applications throughout. This is the first book I have seen to carefully cover such a wide set of topics in both theoretical and applied fixed-income modelling, ranging from the use of market information to obtain yield curves, to the pricing and hedging of bonds and fixed-income derivatives, to the currently active topic of defaultable yield-curve modelling. It will be particularly useful to practitioners.Darrell Duffie, Stanford University This is the most comprehensive theoretical treatment of the subject I ve ever seen. Mark Rubinstein, Haas School of Business, University of California An excellent review of interest rate models and of the pricing and hedging principles in the fixed-income area.Oldrich Alfons Vasicek, KMV Corporation. Codice libro della libreria B9780471495024

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Descrizione libro Wiley, 2001. Hardcover. Condizione libro: New. 1. Codice libro della libreria DADAX0471495026

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Descrizione libro John Wiley and#38; Sons, 2000. HRD. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IP-9780471495024

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Descrizione libro John Wiley and#38; Sons, 2000. HRD. Condizione libro: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Codice libro della libreria IP-9780471495024

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Descrizione libro Wiley, 2001. Hardcover. Condizione libro: New. book. Codice libro della libreria 0471495026

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Descrizione libro John Wiley & Sons, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780471495024_lsuk

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Descrizione libro 2001. Hardcover. Condizione libro: New. 1st. 159mm x 21mm x 237mm. Hardcover. Dynamic methods for interest rate risk pricing and hedging.Fixed-Income Securities provides a survey of modern methods for pricing and hedging fixed-income securities in the presence of in.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 276 pages. 0.526. Codice libro della libreria 9780471495024

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