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Fixed Income Developments Credit Derivatives, Credit Risk and Interest Rate Derivatives By: Lane Hughston, Dorje Brody Normal price: 70 Our price: 59.5 + postage Bargain: save £10.5 ! Product code: 22972 ISBN: 0470018240 496 pages Format: Hb Published by: John Wiley & Sons, 2007, 1st edition There are no reviews available for this book

Description of Fixed Income Developments

Fixed Income Developments provides detailed coverage of the latest instruments and techniques used in the fields of interest rate and credit risk modelling, and credit derivative pricing. With contributions from leaders in the field who include Philipp Schonbucher, Dariusz Gatarek, Lane Hughston and Phillipe Balland, it covers the most up-to-date techniques and covers topics that range from the LIBOR market model to hybrid modelling, a subject that has become of considerable relevance in modern institutional banking.