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Perspectives on Interest Rate Risk Management for Money Managers and Traders

Perspectives on Interest Rate Risk Management for Money Managers and Traders Hardcover - 1998 - 1st Edition

by Fabozzi, Frank J. [Editor]

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Wiley, 1998-02-01. 1. Hardcover. New/no dust cover. 9x6x0. slight shelfwear, pages clean and new!cover newListing Includes Books Image . Please email me if you need to see more pictures! The orders are processed promptly, carefully packaged and shipped within 1 day of purchase. PLEASE NOTE! if you need the book quickly, please Purchase Priority Shipping.Media will not show updates in mail confirmation till reaches continental U.S. FOR International orders under 5 lbs please use asendia for the cheapest rates worldwide!
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Details

First line

An interest rate model is a probabilistic description of the future evolution of interest rates.

From the rear cover

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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About the author

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.