{"product_id":"fixed-income-securities-dynamic-methods-for-interest-rate-risk-pricing-and-hedging-frontiers-in-finance-series-9780471495024","title":"Fixed Income Securities Dynamic Methods for","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eThe pricing and hedging of fixed-income securities is technically more complicated than the pricing and hedging of equity instruments. The wide assortment of fixed-income products have different coupon structures, amortization, and fixed and\/or floating rates.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTrade Review\u003c\/b\u003e\u003cbr\u003e\"This is the first book I have seen to carefully cover such a wideset of topics in both theoretical and applied fixed-incomemodelling, ranging from the use of market information to obtainyield curves, to the pricing and hedging of bonds and fixed-incomederivatives, to the currently active topic of defaultableyield-curve modelling. It will be particularly useful topractitioners.\" - Darrell Duffie, Stanford University\u003cbr\u003e \"This is the most comprehensive theoretical treatment of thesubject I've ever seen.\" - Mark Rubinstein, Haas School ofBusiness, University of California\u003cbr\u003e \"An excellent review of interest rate models and of the pricingand hedging principles in the fixed-income area. \" - Oldrich AlfonsVasicek, KMV Corporation\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eIntroduction.\u003cbr\u003e \u003cbr\u003e Acknowledgments.\u003cbr\u003e \u003cbr\u003e Standard Notation.\u003cbr\u003e \u003cbr\u003e PRICING AND HEDGING CERTAIN CASH-FLOWS\u003cbr\u003e \u003cbr\u003e Deriving the Current Zero-Coupon Rate Curve.\u003cbr\u003e \u003cbr\u003e Basic Assets Pricing and Hedging.\u003cbr\u003e \u003cbr\u003e PRICING AND HEDGING UNCERTAIN CASH-FLOWS.\u003cbr\u003e \u003cbr\u003e Modelling the Zero-Coupon Yield Curve Dynamics.\u003cbr\u003e \u003cbr\u003e Pricing and Hedging Fixed-Income Derivatives.\u003cbr\u003e \u003cbr\u003e MATHEMATICAL APPENDICES.\u003cbr\u003e \u003cbr\u003e Appendix A: An Introduction to Stochastic Processes in ContinuousTime.\u003cbr\u003e \u003cbr\u003e Appendix B: Numerical Methods.\u003cbr\u003e \u003cbr\u003e References.\u003cbr\u003e \u003cbr\u003e Index.","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402615103831,"sku":"9780471495024","price":85.5,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780471495024.jpg?v=1730480973","url":"https:\/\/bookcurl.com\/products\/fixed-income-securities-dynamic-methods-for-interest-rate-risk-pricing-and-hedging-frontiers-in-finance-series-9780471495024","provider":"Book Curl","version":"1.0","type":"link"}