The Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required

Frank Fabozzi, Atuso Konishi

ISBN 10: 1557388008 / ISBN 13: 9781557388001

Editore: McGraw-Hill, 1995

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[ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: second ] Publisher: McGraw-Hill Pub Date: 10/1/1995 Binding: Hardcover Pages: 506 second edition.

Codice articolo 6906444

Dati bibliografici

• Titolo: The Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required
• Editore: McGraw-Hill
• Data di pubblicazione: 1995
• Lingua: Inglese
• ISBN 10: 1557388008
• ISBN 13: 9781557388001
• Rilegatura: Rilegato
• Condizione: Good

Descrizione articolo

Riassunto

Completely revised and updated, the Handbook of Assetiability Management helps you keep your protfolio in line and market risk under control. This reference includes; The benefits from risk management; Asset securitization; Measuring interest rate and yield curve risk; Using OAS to implement value at risk balance sheet management; Hedging with derivatives; Implementing controls for managing derivative positions.

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.