Measuring and Controlling Interest Rate Risk - Couverture rigide

Fabozzi, Frank J.

 
9781883249090: Measuring and Controlling Interest Rate Risk
Couverture rigide
ISBN 10 : 1883249090 ISBN 13 : 9781883249090
Editeur : John Wiley & Sons, 1996

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.

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

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.

Éditeur
John Wiley & Sons
Date d'édition
1996
Langue
anglais
ISBN 10 
1883249090
ISBN 13 
9781883249090
Reliure
Relié
Numéro d'édition
1
Nombre de pages
310
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9780471268062: Measuring and Controlling Interest Rate and Credit Risk

Edition présentée

ISBN 10 :  0471268062 ISBN 13 :  9780471268062
Editeur : John Wiley & Sons Inc, 2003
Couverture rigide