Risk Management: Approaches for Fixed Income MarketsISBN: 978-0-471-33211-4
Hardcover
336 pages
July 2000
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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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.
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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Institutional & Corporate Finance
Read an Excerpt
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