Items related to Measuring and Controlling Interest Rate Risk (Frank...
Synopsis
Measuring and Controlling Interest Rate Risk provides an examination of various techniques for measuring and controlling the interest rate risk of a bond portfolio or trading position. Generously supplemented with tables and calculated examples, this authoritative book also gives comprehensive coverage to: defining and illustrating interest rate risk in regards to valuation, probability distributions, forecasting yield volatility, correlation and regression analyses, futures and forward contracts, interest rate swaps, exchange traded options, OTC options, and controlling interest rate risk with derivatives.
"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 Adjunct Professor of Finance at Yale University’s School of Management.
From the Back Cover
Measuring and Controlling Interest Rate Risk provides an examination of various techniques for measuring and controlling the interest rate risk of a bond portfolio or trading position. Generously supplemented with tables and calculated examples, this authoritative book also gives comprehensive coverage to: defining and illustrating interest rate risk in regards to valuation, probability distributions, forecasting yield volatility, correlation and regression analyses, futures and forward contracts, interest rate swaps, exchange traded options, OTC options, and controlling interest rate risk with derivatives.
"About this title" may belong to another edition of this title.
Search results for Measuring and Controlling Interest Rate Risk (Frank...
Seller Image
Measuring and Controlling Interest Rate Risk (Frank J. Fabozzi Series)
Seller: -OnTimeBooks-, Phoenix, AZ, U.S.A.
Seller rating 5 out of 5 stars
Condition: good. A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail. Seller Inventory # OTV.1883249090.G
Stock Image
Measuring and Controlling Interest Rate Risk (Frank J. Fabozzi Series)
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: Brand New. 1st edition. 310 pages. 9.36x6.32x0.92 inches. In Stock. Seller Inventory # zk1883249090
Buy New
£ 35.43
£ 12.50 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available