Measuring and Controlling Interest Rate Risk (Frank J. Fabozzi Series) Год выпуска: 0Автор: Frank J. FabozziИздательство: Страниц: 0ISBN: 1883249090Описание Measuring and Controlling Interest Rate Risk provides an examination of various techniques for measuring and controlling the interest rate risk of a bond portfolio or trading position. Generously supplemented with tables and calculated examples, this authoritative book also gives comprehensive coverage to: defining and illustrating interest rate risk in regards to valuation, probability distributions, forecasting yield volatility, correlation and regression analyses, futures and forward contracts, interest rate swaps, exchange traded options, OTC options, and controlling interest rate risk with derivatives.
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Наташа Огромное Вам спасибо, Марина! Не думала, что получу такие материалы, да еще так быстро! Еще раз искренне благодарю!
