{"product_id":"perspectives-on-interest-rate-risk-management-for-money-managers-and-traders-isbn-9781883249298","title":"Perspectives on Interest Rate Risk Management for Money Managers and Traders","description":"Interest rate volatility can wreak havoc with the balance sheets of institutional investors, traders, and corporations. In this important book, leading experts in the field discuss methods for measuring and hedging interest rate risk. The book covers basic techniques, as well as state-of-the-art applications. Specific topics include portfolio risk management, value-at-risk, yield curve risk, interest rate models, advanced risk measurements, interest rate swaps, and measuring and forecasting interest rate volatility.  Contributing Authors.\u003cbr\u003e \u003cbr\u003e 1. Interest Rate Models (O. Cheyette).\u003cbr\u003e \u003cbr\u003e 2. Fixed Income Risk (R. Kahn).\u003cbr\u003e \u003cbr\u003e 3. A Primer on Value at Risk (M. Minnich).\u003cbr\u003e \u003cbr\u003e 4. Portfolio Risk Management (H. Fong and O. Vasicek).\u003cbr\u003e \u003cbr\u003e 5. Advanced Risk Measures for Fixed-Income Securities (T. Geske and G. Klinkhammer).\u003cbr\u003e \u003cbr\u003e 6. Dissecting Yield Curve Risk (W. Phoa).\u003cbr\u003e \u003cbr\u003e 7. Measuring and Managing Interest-Rate Risk (S. Richard and B. Gord).\u003cbr\u003e \u003cbr\u003e 8. Value Measures for Managing Interest-Rate Risk (M. Kreisler and R. Worley).\u003cbr\u003e \u003cbr\u003e 9. Improved Measurement of Duration Contributions of Foreign Bonds in Domestic Portfolios (R. Willner).\u003cbr\u003e \u003cbr\u003e 10. The Basics of Cash-Market Hedging (S. Ramamurthy).\u003cbr\u003e \u003cbr\u003e 11. Hedging Fixed-Income Securities with Interest-Rate Swaps (S. Ramamurthy).\u003cbr\u003e \u003cbr\u003e 12. Hedging Mortgage Passthrough Securities (K. Dunn and R. Sella).\u003cbr\u003e \u003cbr\u003e 13. Measuring Plausibility of Hypothetical Interest Rate Shocks (B. Golub and L. Tilman).\u003cbr\u003e \u003cbr\u003e 14. Yield Curve Risk Management (R. Reitano).\u003cbr\u003e \u003cbr\u003e 15. Non-Hedgable Risk: Model Risk (J. Liu and B. Lu).\u003cbr\u003e \u003cbr\u003e 16. Measuring and Forecasting Yield Volatility (F. Fabozzi and W. Lee).\u003cbr\u003e \u003cbr\u003e Index. Frank J. Fabozzi 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. Interest rate volatility can wreak havoc with the balance sheets of institutional investors, traders, and corporations. In this important book, leading experts in the field discuss methods for measuring and hedging interest rate risk. The book covers basic techniques, as well as state-of-the-art applications.  Specific topics include portfolio risk management, value-at-risk, yield curve risk, interest rate models, advanced risk measurements, interest rate swaps, and measuring and forecasting interest rate volatility.","brand":"Wiley","offers":[{"title":"Default Title","offer_id":47989769601253,"sku":"NP9781883249298","price":126.5,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/1842\/7735\/files\/9781883249298.jpg?v=1761785410","url":"https:\/\/k12savings.com\/es\/products\/perspectives-on-interest-rate-risk-management-for-money-managers-and-traders-isbn-9781883249298","provider":"K12savings","version":"1.0","type":"link"}