Das Buch ist derzeit nicht auf Lager
Mehr zum Buch
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.
Buchkauf
Measuring and Controlling Interest Rate and Credit Risk, Frank J. Fabozzi, Moorad Choudhry, Steven V. Mann
- Sprache
- Erscheinungsdatum
- 2003
- product-detail.submit-box.info.binding
- (Hardcover)
Wir benachrichtigen dich per E-Mail.
Lieferung
Zahlungsmethoden
Feedback senden
- Titel
- Measuring and Controlling Interest Rate and Credit Risk
- Sprache
- Englisch
- Autor*innen
- Frank J. Fabozzi, Moorad Choudhry, Steven V. Mann
- Verlag
- Wiley
- Erscheinungsdatum
- 2003
- Einband
- Hardcover
- Seitenzahl
- 533
- ISBN13
- 9780471268062
- Kategorie
- Wirtschaft
- Beschreibung
- 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.