This revised edition covers a range of issues in the field of fixed-income options, including portfolio and trading strategies, valuing securities and embedded options, and risk control tool with option features. Option characteristics, contracts and pricing are provided, and the text also covers trading, hedging and arbitrage.
This revised edition covers a range of issues in the field of fixed-income options, including portfolio and trading strategies, valuing securities and embedded options, and risk control tool with option features. Option characteristics, contracts and pricing are provided, and the text also covers trading, hedging and arbitrage.
Auflage
Sprache
Verlagsort
Verlagsgruppe
McGraw-Hill Education - Europe
Zielgruppe
Maße
Höhe: 226 mm
Breite: 160 mm
Dicke: 48 mm
Gewicht
ISBN-13
978-0-7863-1023-4 (9780786310234)
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Schweitzer Klassifikation