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Handbook of Fixed Income Options: Strategies, Pricing and Applications

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Handbook of Fixed Income Options: Strategies, Pricing and Applications (Hardcover)

by Frank J. Fabozzi (Editor)

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Product details

Hardcover: 527 pages
Publisher: Irwin Professional Publishing; 3rd Revised edition edition (1 Jun 1996)
Language English
ISBN-10: 0786310235
ISBN-13: 978-0786310234
Product Dimensions: 23.5 x 15.9 x 4.4 cm
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Amazon.co.uk Sales Rank: 3,364,776 in Books (See Bestsellers in Books)

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Product Description

Product Description
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.

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