Perspectives on Interest Rate Risk Management for Money Managers and Traders Hardcover - 1998 - 1st Edition
by Fabozzi, Frank J. [Editor]
- New
- Hardcover
- first
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Details
- Title Perspectives on Interest Rate Risk Management for Money Managers and Traders
- Author Fabozzi, Frank J. [Editor]
- Binding Hardcover
- Edition number 1st
- Edition 1
- Condition New
- Pages 272
- Volumes 1
- Language ENG
- Publisher Wiley
- Date 1998-02-01
- Illustrated Yes
- Features Illustrated
- Bookseller's Inventory # 005794
- ISBN 9781883249298 / 1883249295
- Weight 1.21 lbs (0.55 kg)
- Dimensions 9.32 x 6.28 x 0.85 in (23.67 x 15.95 x 2.16 cm)
- Dewey Decimal Code 332.632
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.