Measuring and controlling interest rate and credit risk
By: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry.
Contributors: Mann, Steven V.; Choudhry, Moorad.
Edition: 2nd ed.
Series: The Frank J. Fabozzi series
Publisher: Wiley
Published: 2003
Place of publication: Hoboken, New Jersey
Language: eng
Number of pages: 533
Subjects: Interest rate risk.; Risk management.; Portfolio management.; Derivative securities.
Notes: Includes bibliographical references and index.