Pricing and Hedging Interest & Credit Risk Sensitive Instruments
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Published By Elsevier

9780750662598
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Active and passive strategies

2005 ◽  
pp. 194-226
Author(s):  
Frank Skinner
Keyword(s):  
Passive Strategies

Interest and credit risk modelling

2005 ◽  
pp. 122-158
Author(s):  
Frank Skinner
Keyword(s):  
Credit Risk ◽  
Risk Modelling

Embedded options

2005 ◽  
pp. 296-323
Author(s):  
Frank Skinner
Keyword(s):  
Embedded Options

Hedging sovereign bonds

2005 ◽  
pp. 159-193
Author(s):  
Frank Skinner
Keyword(s):  
Sovereign Bonds

Interest rate modelling

2005 ◽  
pp. 92-121
Author(s):  
Frank Skinner
Keyword(s):  
Interest Rate
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