| 000 | 01518nam a2200313Ia 4500 | ||
|---|---|---|---|
| 001 | 1174 | ||
| 008 | 230305s1998 xx 000 0 und d | ||
| 020 | _a9781883249298 | ||
| 041 | _aeng | ||
| 245 | 0 | _aPerspectives on interest rate risk management for money managers and traders | |
| 260 |
_a _bWiley, _c1998 |
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| 300 | _a268 p. ; 24 cm | ||
| 520 | _aInterest 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. | ||
| 590 | _bIncludes bibliographical references and index. ; | ||
| 650 |
_aInterest rate risk _96243 |
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| 650 |
_aRisk management _96244 |
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| 650 |
_aPortfolio management _94117 |
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| 650 |
_aFinancial institutions _x Management _96498 |
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| 650 |
_a _912 |
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| 650 | 0 |
_aFinance _93911 |
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| 700 |
_aFabozzi, Frank J. _eAuthor |
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| 856 | _uhttp://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 | ||
| 902 | _a421 | ||
| 905 | _am | ||
| 912 | _a1998-01-01 | ||
| 942 | _a1 | ||
| 953 | _d2013-03-07 18:03:32 | ||
| 999 |
_c1182 _d1182 |
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