Description

Interest rate volatility can wreak havoc with the balance sheets of institutional investors, traders, and corporations. In this important book, leading experts in the field discuss methods for measuring and hedging interest rate risk. The book covers basic techniques, as well as state-of-the-art applications. Specific topics include portfolio risk management, value-at-risk, yield curve risk, interest rate models, advanced risk measurements, interest rate swaps, and measuring and forecasting interest rate volatility.

Perspectives on Interest Rate Risk Management for Money Managers and Traders

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£100.00

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Hardback by Frank J. Fabozzi

2 in stock

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Interest rate volatility can wreak havoc with the balance sheets of institutional investors, traders, and corporations. In this important book,... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 28/02/1998
    ISBN13: 9781883249298, 978-1883249298
    ISBN10: 1883249295

    Number of Pages: 272

    Non Fiction , Business, Finance & Law

    Description

    Interest rate volatility can wreak havoc with the balance sheets of institutional investors, traders, and corporations. In this important book, leading experts in the field discuss methods for measuring and hedging interest rate risk. The book covers basic techniques, as well as state-of-the-art applications. Specific topics include portfolio risk management, value-at-risk, yield curve risk, interest rate models, advanced risk measurements, interest rate swaps, and measuring and forecasting interest rate volatility.

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