[Download free ebook] Perspectives on Interest Rate Risk Management for Money Managers and Traders (Frank J. Fabozzi Series)






#4228435 in eBooks 2008-04-21 2008-04-21File Name: B000VZQXAA

From the Back CoverInterest 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. The book covers basic techniques, as well asInterest 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. The book 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 int...


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