TY  - BOOK
AU  - Fabozzi, Frank J.
TI  - Perspectives on interest rate risk management for money managers and traders
SN  - 9781883249298
PY  - 1998///
CY  - 
PB  - Wiley
KW  - Interest rate risk
KW  - Risk management
KW  - Portfolio management
KW  - Financial institutions
KW  -  Management
KW  - Finance
N2  - 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
UR  - http://books.google.es/books?id=Q0pBEBmn3XcC&printsec=frontcover&dq=1883249295&hl=es&sa=X&ei=Ksg4UdLfMMSg7Abnr4HoBg&redir_esc=y#v=onepage&q=1883249295&f=false
ER  -