The Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required
Download or Read eBook The Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required PDF written by Frank Fabozzi and published by McGraw-Hill. This book was released on 1995-10-01 with total page 0 pages. Available in PDF, EPUB and Kindle.
Author | : Frank Fabozzi |
Publisher | : McGraw-Hill |
Total Pages | : 0 |
Release | : 1995-10-01 |
ISBN-10 | : 1557388008 |
ISBN-13 | : 9781557388001 |
Rating | : 4/5 (08 Downloads) |
Book Synopsis The Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required by : Frank Fabozzi
Book excerpt: Completely revised and updated, the Handbook of Assetiability Management helps you keep your protfolio in line and market risk under control. This reference includes; The benefits from 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.