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Risk Management: Approaches for Fixed Income Markets

ISBN: 978-0-471-33211-4
Hardcover
336 pages
July 2000
List Price: US $105.00
Government Price: US $53.55
Enter Quantity:   Buy
Risk Management: Approaches for Fixed Income Markets (0471332119) cover image

The Art and Science of Risk Management.

Parametric Approaches to Risk Management.

Modeling Yield Curve Dynamics.

Measuring Interest Rate, Basis, and Currency Risks.

Value-At-Risk Methodological Trade-Offs.

Using Portfolio Optimization Techniques to Manage Risk.

Appendix.

Bibliography.

Index.

About the Authors.
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