Measuring and Controlling Interest Rate Risk - Hardcover

Fabozzi, Frank J.

 
9781883249090: Measuring and Controlling Interest Rate Risk
Hardcover
ISBN 10: 1883249090 ISBN 13: 9781883249090
Verlag: John Wiley & Sons, 1996

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

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.

Von der hinteren Coverseite

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.

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

Verlag
John Wiley & Sons
Erscheinungsdatum
1996
Sprache
Englisch
ISBN 10 
1883249090
ISBN 13 
9781883249090
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
310
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar

Weitere beliebte Ausgaben desselben Titels

9780471268062: Measuring and Controlling Interest Rate and Credit Risk (Frank J. Fabozzi Series)

Vorgestellte Ausgabe

ISBN 10:  0471268062 ISBN 13:  9780471268062
Verlag: Wiley, 2003
Hardcover