Provides an explanation of concepts such as duration and convexivity, as well as more advanced topics such as probability distributions and regression analysis. It also gives keys to using derivatives to control interest rate risk and controlling interest rate risk in a mortgage-backed securities derivative portfolio. Topics discussed include: measuring yield curve risk; swaps and exchange-traded options; and OTC options and related products.
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Provides an explanation of concepts such as duration and convexivity, as well as more advanced topics such as probability distributions and regression analysis. It also gives keys to using derivatives to control interest rate risk and controlling interest rate risk in a mortgage-backed securities derivative portfolio. Topics discussed include: measuring yield curve risk; swaps and exchange-traded options; and OTC options and related products.
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Add this copy of Measuring and Controlling Interest Rate Risk to cart. $34.00, new condition, Sold by Marsarbooks rated 5.0 out of 5 stars, ships from Cambridge, UNITED KINGDOM, published 1996 by Brown (William C.) Co ,U.S..
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New. No dust jacket as issued. Excellent as new condition, mint. A brand new copy. 310 pages, includes tables, illustrations and index; 0.92" x 9.36" x 6.32".
Add this copy of Measuring and Controlling Interest Rate Risk (Frank J. to cart. $47.19, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1996 by Wiley.
Add this copy of Measuring and Controlling Interest Rate Risk (Frank J. to cart. $79.83, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 1996 by Wiley.
