Measuring and controlling interest rate and credit risk /

"Measuring and Controlling Interest Rate and Credit Risk provides keys to using derivatives to control interest rate risk and credit risk, and controlling interest rate risk in a mortgage-backed securities derivative portfolio. This book includes information on measuring yield curve risk, swaps...

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Bibliographic Details
Main Author:	Fabozzi, Frank J
Other Authors:	Choudhry, Moorad, Mann, Steven V
Format:	Book
Language:	English
Published:	Hoboken, N.J. : Wiley, 2003 Hoboken, N.J. : [2003], ©2003 Hoboken, N.J. : c2003 Hoboken, New Jersey : 2003 Hoboken, New Jersey : c2003 Hoboken, N.J. : [2003]
Edition:	2nd ed
Series:	The Frank J. Fabozzi series Frank J. Fabozzi series Frank J. Fabozzi series Wiley finance series
Subjects:	Derivative securities Interest rate risk > Mathematical models Interest rate risk Interest rates Investments Portfolio management Risk management Risk Management

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Yale University

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Call Number:	HG6024.5 .F32X 2003 (LC)

Massachusetts Institute of Technology

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Call Number:	HG6024.5.F326 2003

Johns Hopkins University

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Call Number:	HG6024.5.F326 2003

Harvard University

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Call Number:	HG6024.5 .F32 2003

Princeton University

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Call Number:	HG6024.5 .F326 2003

Columbia University

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Call Number:	HG1621 .F35 2003g

University of Pennsylvania

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Call Number:	HG1621 .F336 2003