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Perspectives on Interest Rate Risk Management for Money Managers and Traders

by Frank J. Fabozzi
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Current price ₹7,557.00
Original price ₹11,348.00
Original price ₹11,348.00
Original price ₹11,348.00
(-33%)
₹7,557.00
Current price ₹7,557.00

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Book cover type: Hardcover
  • ISBN13: 9781883249298
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Wiley
  • Publisher Imprint: Wiley
  • Publication Date:
  • Pages: 272
  • Original Price: USD 126.5
  • Language: English
  • Edition: N/A
  • Item Weight: 549 grams
  • BISAC Subject(s): Investments & Securities / General

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.

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.

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