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Measuring and Controlling Interest Rate Risk (Frank J. Fabozzi Series) by Fabozzi, Frank J. is a book available to read on EtoBox.
What is Measuring and Controlling Interest Rate Risk (Frank J. Fabozzi Series) about?
This authoritative and comprehensive book provides an explanation of concepts such as duration and convexivity,as well as advanced topics such as probability distributions and regression analysis. Measuring and Controlling Interest Rate Risk provides keys to using derivatives to control interest rate risk,and controlling interest rate risk in a mortgage-backed securities derivative portfolio. Measuring and Controlling Interest Rate Risk also includes: Measuring yield curve risk; Swaps and exchange-traded options; OTC options and related products.
- Author
- Fabozzi, Frank J.
- Publisher
- Wiley; Frank J. Fabozzi Associates
- Published
- 1996
- Language
- EN
- ISBN
- 9781883249090
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