Bookbot

Measuring and Controlling Interest Rate and Credit Risk

Paramètres

Pages
533pages
Temps de lecture
19heures

En savoir plus sur le livre

Focusing on risk management, this book offers insights into using derivatives to effectively manage interest rate and credit risks, particularly in mortgage-backed securities portfolios. It covers essential topics such as measuring yield curve risk, employing swaps and exchange-traded options, and utilizing TC options. Additionally, it provides strategies for assessing and controlling interest rate risks associated with bond portfolios and trading positions, making it a valuable resource for finance professionals.

Achat du livre

Measuring and Controlling Interest Rate and Credit Risk, Frank J. Fabozzi, Moorad Choudhry, Steven V. Mann

Langue
Année de publication
2003
product-detail.submit-box.info.binding
(rigide)
Nous vous informerons par e-mail dès que nous l’aurons retrouvé.

Modes de paiement

Personne n'a encore évalué .Évaluer