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Measuring and Controlling Interest Rate and Credit Risk
Measuring and Controlling Interest Rate and Credit Risk
Author: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry
Measuring and Controlling Interest Rate and Credit Risk, Second Edition offers a systematic evaluation of how to measure and control the interest rate risk and credit risk of a bond portfolio or trading position under various financial conditions. Financial experts Frank Fabozzi, Steven Mann, and Moorad Choudhry clearly define and illustrat...  more »
ISBN-13: 9780471268062
ISBN-10: 0471268062
Publication Date: 5/16/2003
Pages: 304
Edition: 2
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Publisher: Wiley
Book Type: Hardcover
Members Wishing: 0
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