[Free and download] Measuring and Controlling Interest Rate and Credit Risk (Frank J. Fabozzi Series)






#3077408 in eBooks 2008-04-21 2008-04-21File Name: B000VU49M4

From the Back CoverMeasuring 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 givesMeasuring and Controlling Interest Rate and Credit Risk provides keys to using derivatives to control interest rate risk and credit risk, and controlling interest rate risk in a mortgage-backed securities derivative portfolio. This book includes information on measuring yield curve risk, swaps and exchange-traded options, TC options and related products, and describes how to measure and control the interest rate of risk of a bond portfolio or trading position. Measuring and Controlling Interest...


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