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Perspectives on Interest Rate Risk Management for Money Managers and Traders
Engelsk Hardback
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Perspectives on Interest Rate Risk Management for Money Managers and Traders

Engelsk Hardback

933 kr
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Om denne bog
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.
Product detaljer
Sprog:
Engelsk
Sider:
272
ISBN-13:
9781883249298
Indbinding:
Hardback
Udgave:
ISBN-10:
1883249295
Kategori:
Udg. Dato:
28 feb 1998
Længde:
20mm
Bredde:
160mm
Højde:
235mm
Forlag:
John Wiley & Sons Inc
Oplagsdato:
28 feb 1998
Forfatter(e):
Oversætter:
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