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Perspectives on Interest Rate Risk Management for Money Managers and Traders|Frank J. Fabozzi

Perspectives on Interest Rate Risk Management for Money Managers and Traders

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Overview

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.

This item is Non-Returnable

Details

  • ISBN-13: 9781883249298
  • ISBN-10: 1883249295
  • Publisher: Wiley
  • Publish Date: February 1998
  • Dimensions: 9.32 x 6.28 x 0.85 inches
  • Shipping Weight: 1.21 pounds
  • Page Count: 272

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