Measuring and Controlling Interest Rate Risk - Rilegato

Fabozzi, Frank

Rilegato

ISBN 10: 1883249090 ISBN 13: 9781883249090

Casa editrice: American Diabetes Association, 1996

Riassunto

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.

Su questo libro

Informazioni sull'autore

Frank J. Fabozzi is adjunct professor of finance at Yale University's School of Management. He is the author, co-author, or editor of literally dozens of titles on a plethora of investing topics.

Dettagli dell'edizione

• Editore: American Diabetes Association
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 1883249090
• ISBN 13: 9781883249090
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 310
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile