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

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

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Dades bibliogràfiques
Autor principal:	Martellini, Lionel.
Altres autors:	Priaulet, Philippe.
Format:	Sách giấy
Publicat:	Chichester, England ; New York : Wiley, c2001.
Matèries:	Fixed-income securities > Mathematical models. Hedging (Finance) > Mathematical models. Pricing > Mathematical models.
Accés en línia:	Table of Contents
Etiquetes:	Afegir etiqueta Sense etiquetes, Sigues el primer a etiquetar aquest registre!

Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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