Perspectives on Interest Rate Risk Management for Money Managers and Traders
Book Details
Format
Hardback or Cased Book
Book Series
Frank J. Fabozzi Series
ISBN-10
1883249295
ISBN-13
9781883249298
Publisher
John Wiley & Sons Inc
Imprint
John Wiley & Sons Inc
Country of Manufacture
US
Country of Publication
GB
Publication Date
Feb 28th, 1998
Print length
272 Pages
Weight
551 grams
Dimensions
23.50 x 16.00 x 2.00 cms
Product Classification:
Finance & accounting
Ksh 18,000.00
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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.
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