November 1998
Intermediate to advanced
220 pages
6h 36m
English
Content preview from Fixed Income and Interest Rate Derivative Analysis
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Part III
General Rate-Sensitive Cash
Flows
This part of the book covers the more complex problems of interest rate
derivative pricing. We start by outlining the basic no-arbitrage approach to
fixed income, and we then examine several specific 'one-factor' models of
interest rates.
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