Fabozzi Frank J., Mann Steven V., Choudhry Moorad:
Measuring And Controlling Interest Rate And Credit Risk

2 Rev Ed

John Wiley And Sons Ltd (United States), 2003
Hardback, 534 pages
Size: 234x160 mm
ISBN: 9780471268062
ISBN-10: 0471268062

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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.

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Frank J. Fabozzi
Steven V. Mann
Moorad Choudhry
Credit & credit institutions
Finance
Finance & accounting
Economics, finance, business and industry
John Wiley And Sons Ltd

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Frank J. Fabozzi
Steven V. Mann
Moorad Choudhry
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