The Handbook of Asset/Liability Management
Author
Link
Cost
Paid
Published
1996
Full Name
The Handbook of Asset/Liability Management: State-of-the-Art Investment Strategies, Risk Controls and Regulatory Requirements
The Handbook of Asset/Liability Management helps you keep your portfolio in line and market risk under control.
This reference includes:
- The benefits of risk management
- Asset securitization
- Measuring interest rate and yield curve risk
- Using OAS to implement value at risk balance sheet management
- Hedging with derivatives
- Implementing controls for managing derivative positions