Pricing and hedging interest and credit risk sensitive instruments /

Main Author: Skinner, Frank, 1957-
Format: Book
Language:English
Published: Amsterdam ; Boston : Elsevier Butterworth-Heinemann, 2005
Subjects:
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100 1 |a Skinner, Frank,   |d 1957- 
245 1 0 |a Pricing and hedging interest and credit risk sensitive instruments /   |c Frank Skinner 
260 |a Amsterdam ;   |b Elsevier Butterworth-Heinemann,   |c 2005  |a Boston :  
300 |a x, 375 p. :   |b ill. ;   |c 24cm. 
504 |a Includes bibliographical references and index 
650 0 |a Hedging (Finance) 
650 0 |a Interest rates   |x Mathematical models 
650 0 |a Credit   |x Management   |x Mathematical models 
650 0 |a Risk management   |x Mathematical models 
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