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Perspectives on Interest Rate Risk Management for Money Managers and Traders (Frank J. Fabozzi Series) - Hardcover

 
9781883249298: Perspectives on Interest Rate Risk Management for Money Managers and Traders (Frank J. Fabozzi Series)
Hardcover
ISBN 10: 1883249295 ISBN 13: 9781883249298
Publisher: Wiley, 1998

Synopsis

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.

"synopsis" may belong to another edition of this title.

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.

From the Back 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.

From the Inside Flap

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.

"About this title" may belong to another edition of this title.

Publisher
Wiley
Publication date
1998
Language
English
ISBN 10 
1883249295
ISBN 13 
9781883249298
Binding
Hardcover
Edition number
1
Number of pages
272
Editor
Fabozzi Frank J.