Measuring and Controlling Interest Rate and Credit Risk
Measuring and Controlling Interest Rate and Credit Riskprovides keys to using derivatives to control interest rate riskand credit risk, and controlling interest rate risk in amortgage-backed securities derivative portfolio. This book includesinformation on measuring yield curve risk, swaps andexchange-traded options, TC options and related products, anddescribes how to measure and control the interest rate of risk of abond portfolio or trading position.Measuring and Controlling Interest Rate and Credit Riskis a systematic evaluation of how to measure and control theinterest rate risk and credit risk of a bond portfolio or tradingposition, def…
Mehr
CHF 75.00
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
Versandkostenfrei
Produktdetails
Weitere Autoren: Mann, Steven V. / Choudhry, Moorad
- ISBN: 978-0-471-48591-9
- EAN: 9780471485919
- Produktnummer: 13845808
- Verlag: John Wiley & Sons
- Sprache: Englisch
- Erscheinungsjahr: 2003
- Seitenangabe: 534 S.
- Plattform: PDF
- Masse: 11'881 KB
- Auflage: 2. Auflage
Über den Autor
FRANK J. FABOZZI, PhD, CFA, is Editor of the Journal of Portfolio Management, the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management, and a consultant in the fixed-income and derivatives area. Frank is a Chartered Financial Analyst and Certified Public Accountant who has edited and authored many acclaimed books in finance. He earned a doctorate in economics from the City University of New York in 1972. He is a Fellow of the International Center for Finance at Yale University. STEVEN V. MANN, PhD, is Professor of Finance at the Moore School of Business, University of South Carolina. He has coauthored three previous books and numerous articles in the area of investments, primarily fixed-income securities and derivatives. Professor Mann is an accomplished teacher, winning twenty awards for excellence in teaching. He also works as a consultant to investment/commercial banks and has conducted training programs for financial institutions throughout the United States. MOORAD CHOUDHRY is a vice president in structured finance services with JPMorgan Chase Bank in London. Prior to this, he worked as a government bond trader and Treasury trader at ABN Amro Hoare Govett Sterling Bonds Limited, and as a sterling proprietary trader at Hambros Bank Limited. Moorad is a Fellow of the Centre for Mathematical Trading and Finance, CASS Business School, London, and is Editor of the Journal of Bond Trading and Management.
100 weitere Werke von Frank J. Fabozzi:
Professional Perspectives on Fixed Income Portfolio Management, Volume 4
Ebook (PDF Format)
CHF 70.00
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
Ebook (PDF Format)
CHF 61.00
Bewertungen
Anmelden