Download Perspectives on Interest Rate Risk Management for Money Managers and Traders Book

Perspectives on Interest Rate Risk Management for Money Managers and Traders PDF
By:Frank J. Fabozzi
Published on 1998-02-15 by John Wiley & Sons

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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 Book was ranked at 9 by Google Books for keyword Risk Management.

Book ID of Perspectives on Interest Rate Risk Management for Money Managers and Traders's Books is Q0pBEBmn3XcC, Book which was written byFrank J. Fabozzihave ETAG "ojgk8tB+aCs"

Book which was published by John Wiley & Sons since 1998-02-15 have ISBNs, ISBN 13 Code is 9781883249298 and ISBN 10 Code is 1883249295

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Book which have "272 Pages" is Printed at BOOK under CategoryBusiness and Economics

Book was written in en

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