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Measuring and Controlling Interest Rate Risk

by Frank J. Fabozzi

  • ISBN: 9781883249090
  • ISBN10: 1883249090

Measuring and Controlling Interest Rate Risk

by Frank J. Fabozzi

  • List Price: $98.00
  • Binding: Hardcover
  • Publisher: John Wiley & Sons
  • Publish date: 08/01/1996
  • ISBN: 9781883249090
  • ISBN10: 1883249090
used Add to Cart $3.61
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Product notice Returnable at the third party seller's discretion and may come without consumable supplements like access codes, CD's, or workbooks.
Description: Table of Contents.Acknowledgements.Index of Advertisers.1. Overview of Measurement and Control of Interest Rate Risk.2. Valuation.3. Measuring Level Risk: Duration and Convexity.4. Measuring Yield Curve Risk.5. Probability Distributions and their Properties.6. Measuring and Forecasting Yield Volatility from Historical Data.7. Correlation Analysis and Regression Analysis.8. Futures and Forward Contracts.9. Interest Rate Swaps.10. Exchange-Traded Options.11. OTC Option and Related Products.12. Controlling Interest Rate Risk with Derivatives.13. Controlling Interest Rate Risk of an MBS Derivative Portfolio.Index.
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Product notice Returnable at the third party seller's discretion and may come without consumable supplements like access codes, CD's, or workbooks.
Seller Condition Comments Price  
Seller: Owls Books
Location: Toledo, OH
Condition: Good
All pages and cover are intact. Possible slightly loose binding, minor
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Price:
$3.61
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All pages and cover are intact. Possible slightly loose binding, minor
[...]
Seller: Dotcom liquidators / dc1
Location: Fort Worth, TX
Condition: New
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Seller: books4u31
Location: Asheville, NC
Condition: Very Good
1996 first printing with full number line hardback no marks and is in very
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Price:
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1996 first printing with full number line hardback no marks and is in very
[...]
Seller: Ergodebooks
Location: Sheboygan, WI Ask seller a question
Condition: New
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Buy with confidence. Excellent Customer Service & Return policy.Ships Fast. 24*7 Customer Service.
Seller: Bonita
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Access codes and supplements are not guaranteed with used items. May be an ex-library book.
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Access codes and supplements are not guaranteed with used items. May be an ex-library book.
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