Fixed Income Securities and Interest Rates
- List Price: $80.00
- Binding: Hardcover
- Edition: 0002
- Publisher: McGraw-Hill Companies
- Publish date: 07/01/1998
Description:
This introduction to fixed-income securities and interest rate options explores a range of risk management techniques, from option pricing to hedging. It shows how to use option pricing technologies and provides a thorough grounding in cutting-edge theory and technique. The Heath-Jarrow-Morton (HJM) model of interest rate options is the primary model used throughout.
Expand description
Please Wait