Fixed-income analysis for the global financial market : money market, foreign exchange, securities, and derivatives /

This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income securities and derivatives - using mathematics lightly, to make things easier, not harder. The emphasis throughout is on how-to-do, on building operational knowle...

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Detalhes bibliográficos
Autor principal: Questa, Giorgio
Formato: Livro
Idioma:English
Publicado em: New York : Wiley, c1999.
coleção:Wiley frontiers in finance
Assuntos:
Acesso em linha:Table of Contents
Publisher description
Contributor biographical information
Descrição
Resumo:This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income securities and derivatives - using mathematics lightly, to make things easier, not harder. The emphasis throughout is on how-to-do, on building operational knowledge from the ground up. There are more than 300 examples and exhibits based on current market data.
Descrição do item:Series statement from jacket.
Descrição Física:xvi, 351 p. : ill. ; 26 cm.
Bibliografia:Includes bibliographical references (p. 345-348) and index.
ISBN:0471246530 (alk. paper)