醒吾科技大學圖書館 |

[NT 42591] Language: Francais

[NT 5635] Back

Fixed-income securities : dynamic methods for interest rate risk pricing and hedging

[NT 42944] Record Type:	[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47348] Title Information:	dynamic methods for interest rate risk pricing and hedging
[NT 47261] Author:	MartelliniLionel.,
[NT 47353] Alternative Intellectual Responsibility:	PriauletPhilippe.,
[NT 47351] Place of Publication:	Chichester, England
[NT 47263] Published:	Wiley;
[NT 47352] Year of Publication:	c2001.
[NT 47264] Description:	xv, 254 p.ill. : 24 cm.;
[NT 47266] Subject:	Pricing -
[NT 47266] Subject:	Fixed-income securities - Mathematical models. -
[NT 47266] Subject:	Hedging (Finance) - Mathematical models. -
[NT 50961] ISBN:	0-471-49502-6

Fixed-income securities : dynamic methods for interest rate risk pricing and hedging
Martellini, Lionel.

Fixed-income securities : dynamic methods for interest rate risk pricing and hedging / Lionel Martellini ; Philippe Priaulet. - Chichester, England : Wiley, c2001.. - xv, 254 p. ; ill. ; 24 cm..
Includes bibliographical references (p. [243]-251) and index..
ISBN 0-471-49502-6
PricingFixed-income securitiesHedging (Finance) -- Mathematical models. -- Mathematical models.

Priaulet, Philippe.

Fixed-income securities : dynamic methods for interest rate risk pricing and hedging
LDR:00560nam0 2200157 i 450 001 78056
005 20120618170032.0
010 1 $a 0-471-49502-6 $b hbk. $d NT3513
100 $a 20071107d2001 m y0engy01 b
101 1 $a eng
102 $a gb
105 $a a z 000zy
200 1 $a Fixed-income securities $e dynamic methods for interest rate risk pricing and hedging $f Lionel Martellini $g Philippe Priaulet.
210 $a Chichester, England $a New York $d c2001. $c Wiley
215 1 $a xv, 254 p. $c ill. $d 24 cm.
320 $a Includes bibliographical references (p. [243]-251) and index.
606 $a Pricing $3 54166 $3 223994
606 $a Fixed-income securities $x Mathematical models. $3 54322 $3 221986
606 $a Hedging (Finance) $x Mathematical models. $3 54323 $3 219713
676 $a 332.63/2042
700 $a Martellini $b Lionel. $3 54320
701 $a Priaulet $b Philippe. $3 54321