important
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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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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An essential desk companion and reference tool for wealth managers and distributors of structured products. Specifically written to offer the wealth manager guidance in their everyday business, and to help you make sense of the ever growing, and ever more complex, structured products market. Highlights important innovations taking place at the forefront of the structured products market, such as the use of credit derivatives, and illuminates how the structure of products can create capital guarantees. |
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Specifically written to offer the wealth manager guidance in their everyday business, and to help you make sense of the ever growing, and ever more complex, structured products market. Highlights important innovations taking place at ... |
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