Perspectives on interest rate risk management for money managers and traders
Material type: TextLanguage: English Publication details: Wiley, 1998Description: 268 p. ; 24 cmISBN:- 9781883249298
Item type | Current library | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|
Book | TBS Barcelona Libre acceso | HG6024.5 FAB (Browse shelf(Opens below)) | Available | B01707 |
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.