Risk management and financial derivatives : a guide to the mathematics /

This book is divided into six parts: Introduction; Interest rates and yield curves; Derivative pricing; Investment management; Risk management; and Mathematical techniques.

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Détails bibliographiques
Format: Livre
Langue:English
Publié: Basingstoke : Macmillan, 1997.
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Description
Résumé:This book is divided into six parts: Introduction; Interest rates and yield curves; Derivative pricing; Investment management; Risk management; and Mathematical techniques.
Description matérielle:xxvi, 799 p. : ill. ; 23.5cm.
ISBN:0333713974