Perspectives on Interest Rate Risk Management for Money Managers and Traders
| Author | : Frank J. Fabozzi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 296 |
| Release | : 1998-02-15 |
| ISBN-10 | : 1883249295 |
| ISBN-13 | : 9781883249298 |
| Rating | : 4/5 (298 Downloads) |
Download or read book Perspectives on Interest Rate Risk Management for Money Managers and Traders written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 1998-02-15 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
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