Perspectives on interest rate risk management for money managers and traders

Contributor(s):

Fabozzi, Frank J [Author]

Material type: Text

TextLanguage: English Publication details: Wiley, 1998Description: 268 p. ; 24 cmISBN:

9781883249298

Subject(s):

Online resources:

Click here to access online

Summary: 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.

Holdings ( 1 )
Title notes ( 1 )

Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Book	TBS Barcelona Libre acceso	HG6024.5 FAB (Browse shelf(Opens below))	Available		B01707

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Previous	HG6024 INT Introducción a los mercados de futuros y opciones	HG6024.5 BUE Valuation of interest rate swaps and swaptions	HG6024.5 FAB Measuring and controlling interest rate and credit risk	HG6024.5 FAB Perspectives on interest rate risk management for money managers and traders	HG6042 MUN Real options analysis tools and techniques for valuing strategic investments and decisions	HG6042 MUN Real options analysis tools and techniques for valuing strategic investments and decisions	HG106 TEA Quantitative methods for finance and investments	Next

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.