Controlling Interest Rate Risk: New Techniques and Applications for Money Management (Wiley Professional Banking and Finance Series) - Hardcover

Platt, Robert B.

 
9780471823544: Controlling Interest Rate Risk: New Techniques and Applications for Money Management (Wiley Professional Banking and Finance Series)
Hardcover
ISBN 10: 0471823546 ISBN 13: 9780471823544
Verlag: John Wiley & Sons Inc, 1986

Inhaltsangabe

A comprehensive introduction to the state of the art techniques employed by fixed income portfolio managers to control exposure to interest rate and related risks. Techniques include both hedging and option related strategies, as well as the use of specialized investment vehicles. The book is written from the viewpoint of actual portfolio management situations. The book contains chapters which deal with applications of risk control procedures in a variety of institutional settings, and covers options such as zero coupons and stripped coupon bonds; risk control techniques; synthetic options; hedging with financial futures; and mortgage backed securities.

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Reseña del editor

A comprehensive introduction to the state of the art techniques employed by fixed income portfolio managers to control exposure to interest rate and related risks. Techniques include both hedging and option related strategies, as well as the use of specialized investment vehicles. The book is written from the viewpoint of actual portfolio management situations. The book contains chapters which deal with applications of risk control procedures in a variety of institutional settings, and covers options such as zero coupons and stripped coupon bonds; risk control techniques; synthetic options; hedging with financial futures; and mortgage backed securities.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
John Wiley & Sons Inc
Erscheinungsdatum
1986
Sprache
Englisch
ISBN 10 
0471823546
ISBN 13 
9780471823544
Einband
Tapa dura
Auflage
1
Anzahl der Seiten
414
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar