Verwandte Artikel zu Perspectives on Interest Rate Risk Management for Money...

Perspectives on Interest Rate Risk Management for Money Managers and Traders (Frank J. Fabozzi Series) - Hardcover

 
9781883249298: Perspectives on Interest Rate Risk Management for Money Managers and Traders (Frank J. Fabozzi Series)
Hardcover
ISBN 10: 1883249295 ISBN 13: 9781883249298
Verlag: Wiley, 1998

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Über die Autorin bzw. den Autor

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.

Von der hinteren Coverseite

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.

Aus dem Klappentext

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.

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

Verlag
Wiley
Erscheinungsdatum
1998
Sprache
Englisch
ISBN 10 
1883249295
ISBN 13 
9781883249298
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
272
Herausgeber
Fabozzi Frank J.
Kontakt zum Hersteller
Wiley-VCH GmbH
product_safety@wiley.com

Boschstrasse 12
Weinheim
69469
Deutschland