Artículos relacionados a Measuring and Controlling Interest Rate Risk
Sinopsis
Provides an explanation of concepts such as duration and convexivity, as well as more advanced topics such as probability distributions and regression analysis. It also gives keys to using derivatives to control interest rate risk and controlling interest rate risk in a mortgage-backed securities derivative portfolio. Topics discussed include: measuring yield curve risk; swaps and exchange-traded options; and OTC options and related products.
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Acerca del autor
Frank J. Fabozzi is adjunct professor of finance at Yale University's School of Management. He is the author, co-author, or editor of literally dozens of titles on a plethora of investing topics.
"Sobre este título" puede pertenecer a otra edición de este libro.
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Measuring and Controlling Interest Rate Risk (Frank J. Fabozzi Series)
Librería: -OnTimeBooks-, Phoenix, AZ, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: good. A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail. Nº de ref. del artículo: OTV.1883249090.G
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Measuring and Controlling Interest Rate Risk (Frank J. Fabozzi Series)
Librería: Revaluation Books, Exeter, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: Brand New. 1st edition. 310 pages. 9.36x6.32x0.92 inches. In Stock. Nº de ref. del artículo: zk1883249090
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