This book is tightly focused on the pricing and hedging of fixed income securities and their derivatives. It is targeted at those who are interested in trading these instruments in an investment bank, but is also useful for those responsible for monitoring compliance of the traders such as regulators, back office staff, middle and senior lever managers. To broaden its appeal, this book lowers the barriers to learning by keeping math to a minimum and by illustrating concepts through detailed numerical examples using Excel ...
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This book is tightly focused on the pricing and hedging of fixed income securities and their derivatives. It is targeted at those who are interested in trading these instruments in an investment bank, but is also useful for those responsible for monitoring compliance of the traders such as regulators, back office staff, middle and senior lever managers. To broaden its appeal, this book lowers the barriers to learning by keeping math to a minimum and by illustrating concepts through detailed numerical examples using Excel workbooks/spreadsheets on a CD with the book. On the accompanying CD with the book, three interest rate models are illustrated: Ho and Lee, constant volatility and Black Derman and Toy, along with two evolutionary models, Vasicek and CIR and two credit risk models, Jarrow and Turnbull and Duffie and Singleton. These are implemented via spreadsheets on the CD.
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Add this copy of Pricing and Hedging Interest and Credit Risk Sensitive to cart. $58.08, poor condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2004 by Elsevier.
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Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In poor condition, suitable as a reading copy. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 600grams, ISBN: 075066259X.
Add this copy of Pricing and Hedging Interest and Credit Risk Sensitive to cart. $207.10, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 2004 by Butterworth-Heinemann.
Add this copy of Pricing and Hedging Interest and Credit Risk Sensitive to cart. $226.37, very good condition, Sold by LLU- BOOKSERVICE ANTIQUARIAN rated 3.0 out of 5 stars, ships from Wahlstedt, S-H, GERMANY, published 2004 by Butterworth-Heinemann.
