Perspectives on Interest Rate Risk Management for Money Managers and Traders, Hardcover by Fabozzi, Frank J. (EDT), ISBN 1883249295, ISBN-13 9781883249298, Like New Used, Free shipping in the US 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. Th 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.
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