Measuring and Controlling Interest Rate Risk

Frank Fabozzi (Autor)

Buch | Hardcover

280 Seiten

1996
Brown (William C.) Co ,U.S. (Verlag)
978-1-883249-09-0 (ISBN)

Infos

Provides an explanation of concepts such as duration and convexivity, as well as more advanced topics such as probability distributions and regression analysis. Topics discussed include: measuring yield curve risk; swaps and exchange-traded options; and OTC options and related products.

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Provides an explanation of concepts such as duration and convexivity, as well as more advanced topics such as probability distributions and regression analysis. It also gives keys to using derivatives to control interest rate risk and controlling interest rate risk in a mortgage-backed securities derivative portfolio. Topics discussed include: measuring yield curve risk; swaps and exchange-traded options; and OTC options and related products.

Autor

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

Produkt-Details

• Erscheint lt. Verlag: 31.10.1996
• Zusatzinfo: Illustrations
• Verlagsort: Dubuque, IA
• Sprache: englisch
• Maße: 160 x 236 mm
• Gewicht: 612 g
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
• ISBN-10: 1-883249-09-0 / 1883249090
• ISBN-13: 978-1-883249-09-0 / 9781883249090
• Zustand: Neuware