Parametric versus Non-parametric Bond Pricing and Hedging Models

By Aryasomayajula Sekhar

Financial institutions assets are quite sensitive to fluctuations in interest rates. The resulting interest rate risk can be managed with a model that accurately prices and hedges interest rate... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639148126
• ISBN13: 9783639148121
• Release Date: May 2009
• Publisher: VDM Verlag
• Length: 196 Pages
• Weight: 0.65 lbs.
• Dimensions: 0.5" x 6.0" x 9.0"