Controlling Interest Rate Risk: New Techniques and Applications for Money Management - Couverture rigide

Platt, Robert B.

 
9780471823544: Controlling Interest Rate Risk: New Techniques and Applications for Money Management
Couverture rigide
ISBN 10 : 0471823546 ISBN 13 : 9780471823544
Editeur : John Wiley & Sons Inc, 1986

Synopsis

A comprehensive introduction to the state of the art techniques employed by fixed income portfolio managers to control exposure to interest rate and related risks. Techniques include both hedging and option related strategies, as well as the use of specialized investment vehicles. The book is written from the viewpoint of actual portfolio management situations. The book contains chapters which deal with applications of risk control procedures in a variety of institutional settings, and covers options such as zero coupons and stripped coupon bonds; risk control techniques; synthetic options; hedging with financial futures; and mortgage backed securities.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Inc
Date d'édition
1986
Langue
anglais
ISBN 10 
0471823546
ISBN 13 
9780471823544
Reliure
Relié
Numéro d'édition
1
Nombre de pages
414
Coordonnées du fabricant
non disponible
Personne responsable
non disponible