Fabozzi Frank J., Mann Steven V., Choudhry Moorad:
Measuring And Controlling Interest Rate And Credit Risk
John Wiley And Sons Ltd (United States), 2003
Hardback, 534 pages
Size: 234x160 mm
ISBN: 9780471268062
ISBN-10: 0471268062
List price: £58.50
You save: 25%
Measuring And Controlling Interest Rate And Credit Risk
Provides keys to using derivatives to control interest rate risk and credit risk, and controlling interest rate risk in a mortgage backed securities derivative portfolio. This book includes information on measuring yield curve risk, swaps and exchange traded options, TC options and related products, and more.

