Pricing and hedging interest and credit risk sensitive instruments
By: Frank Skinner.
Publisher: Elsevier Butterworth-Heinemann
Published: 2005
Place of publication: Oxford
Language: eng
Number of pages: 375
Subjects: Hedging (Finance); Interest rates -- Mathematical models.; Credit -- Management -- Mathematical models.; Risk management -- Mathematical models.
Notes: Includes bibliographical references (p. [361]-365) and index.