Pricing and Hedging Interest and Credit Risk Sensitive Instruments eBook

$39.99

. This book is tightly focused on the pricing and hedging of fixed income securities and their derivatives.

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About this eTextbook

. 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.

Publication details

Author: Skinner, Frank
Publisher: Elsevier Butterworth Heinemann
eText ISBN: 9780750662598, 9780080473956, 0080473954
Print ISBN: 9780750662598, 075066259X

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About this eTextbook

Publication details

Author: Skinner, Frank
Publisher: Elsevier Butterworth Heinemann
eText ISBN: 9780750662598, 9780080473956, 0080473954
Print ISBN: 9780750662598, 075066259X

What you receive

A licensed digital edition of this title, supplied as PDF or EPUB. The format is set by the publisher, so email us the ISBN before ordering and we will confirm which one it is.
Delivered to the email address on your order as a secure download link, usually within minutes and always within 24 hours of payment.
Download links do not expire and there is no cap on re-downloads. Readable on any computer, tablet or phone, online or offline.
This is a digital edition. Nothing is printed, packed or posted, and there is no delivery charge.