Measuring and Controlling Interest Rate Risk
Download or Read eBook Measuring and Controlling Interest Rate Risk PDF written by Frank J. Fabozzi and published by . This book was released on 1996-08-15 with total page 336 pages. Available in PDF, EPUB and Kindle.
| Author | : Frank J. Fabozzi |
| Publisher | : |
| Total Pages | : 336 |
| Release | : 1996-08-15 |
| ISBN-10 | : UOM:35128001987930 |
| ISBN-13 | : |
| Rating | : 4/5 (30 Downloads) |
Book Synopsis Measuring and Controlling Interest Rate Risk by : Frank J. Fabozzi
Book excerpt: Fabozzi provides an explanation of concepts such as duration and convexivity, as well as more advanced topics such as probability distributions and regression analysis. He also gives keys to using derivatives to control interest rate risk
