Controlling Managing Interest Rate Risk

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Controlling Managing Interest Rate Risk

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Author : Anthony G. Cornyn
language : en
Publisher: Prentice Hall
Release Date : 1997

Controlling Managing Interest Rate Risk written by Anthony G. Cornyn and has been published by Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Interest rate risk categories.

Controlling Interest Rate Risk

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Author :
language : en
Publisher:
Release Date : 1986

Controlling Interest Rate Risk written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with categories.

Control And Managing Interest Rate Risk

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Author : Prentice Hall PTR
language : en
Publisher: Macmillan College
Release Date : 1997-12

Control And Managing Interest Rate Risk written by Prentice Hall PTR and has been published by Macmillan College this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-12 with categories.

Measuring And Controlling Interest Rate And Credit Risk

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Author : Frank J. Fabozzi
language : en
Publisher: John Wiley & Sons
Release Date : 2003-09-10

Measuring And Controlling Interest Rate And Credit Risk written by Frank J. Fabozzi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-09-10 with Business & Economics categories.

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 and exchange-traded options, TC options and related products, and describes how to measure and control the interest rate of risk of a bond portfolio or trading position. Measuring and Controlling Interest Rate and Credit Risk is a systematic evaluation of how to measure and control the interest rate risk and credit risk of a bond portfolio or trading position, defining key points in the process of risk management as related to financial situations. The authors construct a verbal flow chart, defining and illustrating interest rate risk and credit risk in regards to valuation, probability distributions, forecasting yield volatility, correlation and regression analyses. Hedging instruments discussed include futures contracts, interest rate swaps, exchange traded options, OTC options, and credit derivatives. The text includes calculated examples and readers will learn how to measure and control the interest rate risk and credit risk of a bond portfolio or trading position. They will discover value at risk approaches, valuation, probability distributions, yield volatility, futures, interest rate swaps, exchange traded funds; and find in-depth, up-to-date information on measuring interest rate with derivatives, quantifying the results of positions, and hedging. Frank J. Fabozzi (New Hope, PA) 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. Steven V. Mann (Columbia, SC) is Professor of Finance at the Moore School of Business, University of South Carolina. Moorad Choudhry (Surrey, UK) is a Vice President with JPMorgan Chase structured finance services in London. Moorad Choudhry (Surrey, England) is a senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School, London, and is Editor of the Journal of Bond Trading and Management. He has authored a number of books on fixed income analysis and the capital markets. Moorad began his City career with ABN Amro Hoare Govett Sterling Bonds Limited, where he worked as a gilt-edged market maker, and Hambros Bank Limited where he was a sterling proprietary trader. He is currently a vice-president in Structured Finance Services with JPMorgan Chase Bank in London.

International Convergence Of Capital Measurement And Capital Standards

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Author :
language : en
Publisher: Lulu.com
Release Date : 2004

International Convergence Of Capital Measurement And Capital Standards written by and has been published by Lulu.com this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Bank capital categories.

A Guide To Managing Interest Rate Risk

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Author : Donna M. Howe
language : en
Publisher: Prentice Hall
Release Date : 1992

A Guide To Managing Interest Rate Risk written by Donna M. Howe and has been published by Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Business & Economics categories.

Interest Rate Risk Management

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Author : Minh Giap Bui
language : en
Publisher:
Release Date : 1997

Interest Rate Risk Management written by Minh Giap Bui and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with categories.

Measuring And Controlling Interest Rate Risk

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Author : Frank J. Fabozzi
language : en
Publisher:
Release Date : 1996-08-15

Measuring And Controlling Interest Rate Risk written by Frank J. Fabozzi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-08-15 with Business & Economics categories.

Fabozzi provides an explanation of concepts such as duration and convexivity, as well as more advanced topics such as probability distributions and regression analysis. He also gives keys to using derivatives to control interest rate risk

Treasury Management

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Author : Steven M. Bragg
language : en
Publisher: John Wiley & Sons
Release Date : 2010-03-02

Treasury Management written by Steven M. Bragg and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-02 with Business & Economics categories.

TREASURY MANAGEMENT The Practitioner's Guide Treasury Management: The Practitioner's Guide describes all aspects of the treasury function. This comprehensive book includes chapters covering the treasury department, cash transfer methods, cash forecasting, cash concentration, working capital management, debt management, equity management, investment management, foreign exchange risk management, interest risk management, clearing and settlement systems, and treasury systems. If you are a treasurer, CFO, cash manager, or controller, Treasury Management: The Practitioner's Guide allows you to quickly grasp the real world of treasury management and the many practical and strategic issues faced by treasurers and financial professionals today.

Interest Rate Risk Policy And Control

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Author : Cliff Myers
language : en
Publisher:
Release Date : 1989

Interest Rate Risk Policy And Control written by Cliff Myers and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Interest rate risk categories.