90折
PERSPECTIVES ON INTEREST RATE RISK MANAGEMENT FOR MONEY MANAGERS AND TRADERS
商品資訊
ISBN13：9781883249298
出版社：JOHN WILEY & SONS;LTD
作者：FABOZZI
出版日：1998/02/01
裝訂／頁數：精裝／272頁
定價
：NT$ 7337 元優惠價
：
90 折 6603 元
絕版無法訂購
無法訂購
商品簡介
作者簡介
目次
商品簡介
Interest rate volatility can wreak havoc with the balance sheets of institutional investors, traders, and corporations. In this important book, leading experts in the field discuss methods for measuring and hedging interest rate risk. The book covers basic techniques, as well as state-of-the-art applications. Specific topics include portfolio risk management, value-at-risk, yield curve risk, interest rate models, advanced risk measurements, interest rate swaps, and measuring and forecasting interest rate volatility.
作者簡介
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.
目次
Contributing Authors.
1. Interest Rate Models (O. Cheyette).
2. Fixed Income Risk (R. Kahn).
3. A Primer on Value at Risk (M. Minnich).
4. Portfolio Risk Management (H. Fong and O. Vasicek).
5. Advanced Risk Measures for Fixed-Income Securities (T. Geske and G. Klinkhammer).
6. Dissecting Yield Curve Risk (W. Phoa).
7. Measuring and Managing Interest-Rate Risk (S. Richard and B. Gord).
8. Value Measures for Managing Interest-Rate Risk (M. Kreisler and R. Worley).
9. Improved Measurement of Duration Contributions of Foreign Bonds in Domestic Portfolios (R. Willner).
10. The Basics of Cash-Market Hedging (S. Ramamurthy).
11. Hedging Fixed-Income Securities with Interest-Rate Swaps (S. Ramamurthy).
12. Hedging Mortgage Passthrough Securities (K. Dunn and R. Sella).
13. Measuring Plausibility of Hypothetical Interest Rate Shocks (B. Golub and L. Tilman).
14. Yield Curve Risk Management (R. Reitano).
15. Non-Hedgable Risk: Model Risk (J. Liu and B. Lu).
16. Measuring and Forecasting Yield Volatility (F. Fabozzi and W. Lee).
Index.
1. Interest Rate Models (O. Cheyette).
2. Fixed Income Risk (R. Kahn).
3. A Primer on Value at Risk (M. Minnich).
4. Portfolio Risk Management (H. Fong and O. Vasicek).
5. Advanced Risk Measures for Fixed-Income Securities (T. Geske and G. Klinkhammer).
6. Dissecting Yield Curve Risk (W. Phoa).
7. Measuring and Managing Interest-Rate Risk (S. Richard and B. Gord).
8. Value Measures for Managing Interest-Rate Risk (M. Kreisler and R. Worley).
9. Improved Measurement of Duration Contributions of Foreign Bonds in Domestic Portfolios (R. Willner).
10. The Basics of Cash-Market Hedging (S. Ramamurthy).
11. Hedging Fixed-Income Securities with Interest-Rate Swaps (S. Ramamurthy).
12. Hedging Mortgage Passthrough Securities (K. Dunn and R. Sella).
13. Measuring Plausibility of Hypothetical Interest Rate Shocks (B. Golub and L. Tilman).
14. Yield Curve Risk Management (R. Reitano).
15. Non-Hedgable Risk: Model Risk (J. Liu and B. Lu).
16. Measuring and Forecasting Yield Volatility (F. Fabozzi and W. Lee).
Index.
購物須知
外文書商品之書封，為出版社提供之樣本。實際出貨商品，以出版社所提供之現有版本為主。部份書籍，因出版社供應狀況特殊，匯率將依實際狀況做調整。
無庫存之商品，在您完成訂單程序之後，將以空運的方式為你下單調貨。為了縮短等待的時間，建議您將外文書與其他商品分開下單，以獲得最快的取貨速度，平均調貨時間為1~2個月。
為了保護您的權益，「三民網路書店」提供會員七日商品鑑賞期(收到商品為起始日)。
若要辦理退貨，請在商品鑑賞期內寄回，且商品必須是全新狀態與完整包裝(商品、附件、發票、隨貨贈品等)否則恕不接受退貨。