Articles liés à Measuring and Controlling Interest Rate Risk
Synopsis
Measuring and Controlling Interest Rate Risk provides an examination of various techniques for measuring and controlling the interest rate risk of a bond portfolio or trading position. Generously supplemented with tables and calculated examples, this authoritative book also gives comprehensive coverage to: defining and illustrating interest rate risk in regards to valuation, probability distributions, forecasting yield volatility, correlation and regression analyses, futures and forward contracts, interest rate swaps, exchange traded options, OTC options, and controlling interest rate risk with derivatives.
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À propos de l'auteur
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University’s School of Management.
À propos de la quatrième de couverture
Measuring and Controlling Interest Rate Risk provides an examination of various techniques for measuring and controlling the interest rate risk of a bond portfolio or trading position. Generously supplemented with tables and calculated examples, this authoritative book also gives comprehensive coverage to: defining and illustrating interest rate risk in regards to valuation, probability distributions, forecasting yield volatility, correlation and regression analyses, futures and forward contracts, interest rate swaps, exchange traded options, OTC options, and controlling interest rate risk with derivatives.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Résultats de recherche pour Measuring and Controlling Interest Rate Risk
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Measuring and Controlling Interest Rate Risk (Frank J. Fabozzi Series)
Edité par
Wiley, 1996
ISBN 10 : 1883249090
ISBN 13 : 9781883249090
Ancien ou d'occasion
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Vendeur : -OnTimeBooks-, Phoenix, AZ, Etats-Unis
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Etat : good. A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail. N° de réf. du vendeur OTV.1883249090.G
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Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
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Measuring and Controlling Interest Rate Risk (Frank J. Fabozzi Series)
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Hardcover. Etat : Brand New. 1st edition. 310 pages. 9.36x6.32x0.92 inches. In Stock. N° de réf. du vendeur zk1883249090
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EUR 42,50
Expédition à EUR 14,56
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Expédition depuis Royaume-Uni vers Etats-Unis
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