Controlling Interest Rate Risk: New Techniques and Applications for Money Management (Frontiers in Finance Series) - Hardcover

Platt, Robert B.

 
9780471823544: Controlling Interest Rate Risk: New Techniques and Applications for Money Management (Frontiers in Finance Series)

Synopsis

A comprehensive introduction to state-of-the-art techniques that managers of fixed-income portfolios employ to control the effects of interest rates and related risks. Uses actual portfolio management situations as examples. Applies risk control procedures in a variety of institutional settings. Includes both hedging and option-related strategies, as well as the use of specialized investment vehicles.

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