Description

Book Synopsis
RISK MANAGEMENT APPROACHES FOR FIXED INCOME MARKETS "Golub-Tilman will, I believe, become an absolutely essential reference text for fixed income portfolio managers, traders, issuers, and scholars. It is comprehensive and clearly written. While rigorous, it is easy to understand because of its many practical examples.

Table of Contents
The Art and Science of Risk Management.

Parametric Approaches to Risk Management.

Modeling Yield Curve Dynamics.

Measuring Interest Rate, Basis, and Currency Risks.

Value-At-Risk Methodological Trade-Offs.

Using Portfolio Optimization Techniques to Manage Risk.

Appendix.

Bibliography.

Index.

About the Authors.

Risk Management Approaches for Fixed Income

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    A Hardback by Bennett W. Golub, Leo M. Tilman

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      Publisher: John Wiley & Sons Inc
      Publication Date: 14/07/2000
      ISBN13: 9780471332114, 978-0471332114
      ISBN10: 0471332119
      Also in:
      Budgeting and financial management Finance and accounting

      Description

      Book Synopsis
      RISK MANAGEMENT APPROACHES FOR FIXED INCOME MARKETS "Golub-Tilman will, I believe, become an absolutely essential reference text for fixed income portfolio managers, traders, issuers, and scholars. It is comprehensive and clearly written. While rigorous, it is easy to understand because of its many practical examples.

      Table of Contents
      The Art and Science of Risk Management.

      Parametric Approaches to Risk Management.

      Modeling Yield Curve Dynamics.

      Measuring Interest Rate, Basis, and Currency Risks.

      Value-At-Risk Methodological Trade-Offs.

      Using Portfolio Optimization Techniques to Manage Risk.

      Appendix.

      Bibliography.

      Index.

      About the Authors.

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