Fabozzi, Frank J.
Libros de: Fabozzi, Frank J.
Mostrando 45 libros encontrados. (3 páginas).
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Measuring And Controlling Interest Rate Risk.
Choudhry, Moorad Fabozzi, Frank J. Mann, Sandi
Wiley & Sons Ltd. (2003)
- EAN: 9780471268062
- Páginas: 304
- Fecha de edición: 2003
pvp.126,00 €
Disponible entre 11 y 20 dias
Measuring and Controlling Interest Rate and Credit Risk provides keys to using derivatives to control interest rate risk and credit risk, and controlling interest rate risk in a mortgage-backed securities derivative portfolio. This book includes ...
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Professional Perspectives on Fixed Income Portfolio Management
Fabozzi, Frank J.
Wiley & Sons Ltd. (2003)
- EAN: 9780471268055
- Páginas: 336
- Fecha de edición: 2003
pvp.107,33 €
Disponible entre 11 y 20 dias
This title covers many diverse topics in fixed income portfolio management. It addresses developments as well as key strategies and central theories, volatility frameworks for the corporate market and credit derivatives in portfolio management to ...
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Credit Derivatives and Synthetic Structures
Anson, Mark Fabozzi, Frank J.
Wiley & Sons Ltd. (2003)
- EAN: 9780471466000
- Páginas: 288
- Fecha de edición: 2003
pvp.103,66 €
Disponible entre 11 y 20 dias
Credit derivatives are the newest entrant to the world of derivativesand they have quickly become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives: Instruments, Applications, and Pricing provides ...
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The Mathematics of Financial Modeling and Investment Management
Fabozzi, Frank J. Focardi, S.
Wiley & Sons Ltd. (2003)
- EAN: 9780471465997
- Páginas: 304
- Fecha de edición: 2003
pvp.114,18 €
Disponible entre 11 y 20 dias
"The Mathematics of Financial Modeling and Investment Management" introduces the reader to the key mathematical techniques used in the financial world, namely matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis ...
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Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide
Fabozzi, Frank J. Ramaswamy, S.
Wiley & Sons Ltd. (2003)
- EAN: 9780471430377
- Páginas: 256
- Fecha de edición: 2003
pvp.107,14 €
Disponible entre 11 y 20 dias
With this clear and comprehensive guide, the reader has an excellent basis on which to build up an advanced credit risk management system. Ramaswamy provides clear answers to important questions such as tail dependence and ...