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Fabozzi et al., 2003 - Google Patents

Measuring and controlling interest rate and credit risk

Fabozzi et al., 2003

Document ID
16334976091787872092
Author
Fabozzi F
Mann S
Choudhry M
Publication year

External Links

Snippet

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 information on measuring yield …
Continue reading at books.google.com (other versions)

Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q99/00—Subject matter not provided for in other groups of this subclass

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