The Handbook of Asset/Liability Management: State-of-the-Art Investment Strategies, Risk Controls and Regulatory Requirements

ISBN 10: 1557388008 / ISBN 13: 9781557388001

Published by McGraw-Hill, 1995

About this Item

Clean text, some wear to edges. Ships next business day from NC.

Seller Inventory # S146-BB4-79.95-112525-A-1.1M-034

Bibliographic Details

• Title: The Handbook of Asset/Liability Management: State-of-the-Art Investment Strategies, Risk Controls and Regulatory Requirements
• Publisher: McGraw-Hill
• Publication Date: 1995
• Language: English
• ISBN 10: 1557388008
• ISBN 13: 9781557388001
• Binding: Hardcover
• Condition: Fair

About this title

Synopsis

Completely revised and updated, the Handbook of Assetiability Management helps you keep your protfolio in line and market risk under control. This reference includes; The benefits from risk management; Asset securitization; Measuring interest rate and yield curve risk; Using OAS to implement value at risk balance sheet management; Hedging with derivatives; Implementing controls for managing derivative positions.

About the Author

Frank J. Fabozzi is adjunct professor of finance at Yale University's School of Management. He is the author, co-author, or editor of literally dozens of titles on a plethora of investing topics.