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Perspectives on Interest Rate Risk Management for Money Managers and Traders

About Perspectives on Interest Rate Risk Management for Money Managers and Traders

Interest rate volatility can wreak havoc with the balance sheets of institutional investors, traders, and corporations. In this important book, leading experts in the field discuss methods for measuring and hedging interest rate risk. The book covers basic techniques, as well as state-of-the-art applications. Specific topics include portfolio risk management, value-at-risk, yield curve risk, interest rate models, advanced risk measurements, interest rate swaps, and measuring and forecasting interest rate volatility.

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  • Language:
  • English
  • ISBN:
  • 9781883249298
  • Binding:
  • Hardback
  • Pages:
  • 272
  • Published:
  • February 27, 1998
  • Dimensions:
  • 160x235x20 mm.
  • Weight:
  • 551 g.
Delivery: 2-4 weeks
Expected delivery: December 18, 2024

Description of Perspectives on Interest Rate Risk Management for Money Managers and Traders

Interest rate volatility can wreak havoc with the balance sheets of institutional investors, traders, and corporations. In this important book, leading experts in the field discuss methods for measuring and hedging interest rate risk. The book covers basic techniques, as well as state-of-the-art applications. Specific topics include portfolio risk management, value-at-risk, yield curve risk, interest rate models, advanced risk measurements, interest rate swaps, and measuring and forecasting interest rate volatility.

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