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商品詳細
Perspectives on Interest Rate Risk Management for Money Managers and Traders.
・ISBN 978-1-883249-29-8 cloth US$ 133.00
￥31,161.- (税込) ※（※）価格はご注文時の参考価格となります。
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| 著者・編者 | Fabozzi, Frank J. (ed.), |
|---|---|
| 出版社 | (McGraw-Hill, US) |
| 出版年月 | 1998 |
| ページ数 | 220 pp. |
| 言語 | ENG |
| ニュース番号 | ＜442-522＞ |
解説
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.