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Perspectives on Intrest Rate Risk Management for Money Managers
Fabozzi
€ 130.44
FREE Delivery in Ireland
Description for Perspectives on Intrest Rate Risk Management for Money Managers
Hardcover. Editor(s): Fabozzi, Frank J (Yale University USA). Num Pages: 272 pages, Illustrations. BIC Classification: KF. Category: (U) Tertiary Education (US: College). Dimension: 246 x 161 x 23. Weight in Grams: 544.
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.
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.
Product Details
Format
Hardback
Publication date
1998
Publisher
Frank J. Fabozzi Associates United States
Number of pages
272
Condition
New
Number of Pages
272
Place of Publication
New York, United States
ISBN
9781883249298
SKU
V9781883249298
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Fabozzi
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.
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