Perspectives on Interest Rate Risk Management for Money Managers and Traders
Interest rate volatility can wreak havoc with the balance sheets of institutional investors, traders, and corporations. In Perspectives on Interest Rate Risk Management for Money Managers and Traders, leading experts discuss methods for measuring and hedging interest rate risk. It 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
- measuring and forecasting interest rate volatility