Measuring and Controlling Interest Rate Risk
Edition: 1 edition
Series: Frank J. Fabozzi Series
Publisher: Wiley; Frank J. Fabozzi Associates
Published: August 1996
Language: eng
Format: Hardcover
Number of pages: 310
ISBN-13: 9781883249090
Subjects: Investment & securities; Accounting - General; Investment Finance; Regression Analysis; Business / Economics / Finance; Business/Economics; Investments & Securities - General; Business & Economics / Investments & Securities
First sentence: The goal of this book is to describe how to measure and control the interest rate risk of a bond portfolio or trading position.