Perspectives on Interest Rate Risk Management for Money Managers and Traders

Book Details

Format Hardback or Cased Book

Book Series Frank J. Fabozzi Series

ISBN-10 1883249295

ISBN-13 9781883249298

Publisher John Wiley & Sons Inc

Imprint John Wiley & Sons Inc

Country of Manufacture US

Country of Publication GB

Publication Date Feb 28th, 1998

Print length 272 Pages

Weight 551 grams

Dimensions 23.50 x 16.00 x 2.00 cms

Product Classification: Finance & accounting

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Ksh 18,000.00

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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.

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