Fixed-income securities : dynamic methods for interest rate risk pricing and hedging /
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
Chichester [West Sussex, England] ; New York :
J. Wiley,
c2001
|
| Series: | Wiley finance series
|
| Subjects: |
Table of Contents:
- Pt. I Pricing and Hedging Certain Cash-Flows
- 1. Deriving the Current Zero-Coupon Rate Curve
- 2. Basic Assets Pricing and Hedging
- Pt. II. Pricing and Hedging Uncertain Cash-Flows
- 3. Modelling the Zero-Coupon Yield Curve Dynamics
- 4. Pricing and Hedging Fixed-Income Derivatives
- Pt. III. Mathematical Appendices
- App. A. An Introduction to Stochastic Processes in Continuous Time
- App. B. Numerical Methods.