Interest rate risk models : theory and practice

著者

書誌事項

Interest rate risk models : theory and practice

Anthony G. Cornyn and Elizabeth Mays, editors

Glenlake Publishing : Fitzroy Dearborn Publishers, c1997

  • :
  • : library ed

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注記

Includes index

内容説明・目次

内容説明

A guide for asset-liability managers and other investment professionals who are faced with the decision of whether to build or buy a financial model to measure, monitor and help manage their institution's risk exposure. It reviews the evolution of interest-rate risk models and evaluates the state-of-the-art models in use.

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詳細情報

  • NII書誌ID(NCID)
    BA31240170
  • ISBN
    • 1888998040
    • 1884964729
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Chicago
  • ページ数/冊数
    xv, 434 p.
  • 大きさ
    24 cm
  • 分類
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