Risk management : approaches for fixed income markets
Author(s)
Bibliographic Information
Risk management : approaches for fixed income markets
(Wiley frontiers in finance)
Wiley, c2000
Available at 21 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
  Norway
  United States of America
Note
Bibliography: p. 298-304
Includes index
Description and Table of Contents
Description
RISK MANAGEMENT APPROACHES FOR FIXED INCOME MARKETS
"Golub-Tilman will, I believe, become an absolutely essential reference text for fixed income portfolio managers, traders, issuers, and scholars. It is comprehensive and clearly written. While rigorous, it is easy to understand because of its many practical examples."
-Richard Roll, The Allstate Chair in Finance and Insurance, The Anderson School at UCLA, Past President, American Finance Association
"Outstanding and unique! A thorough discussion of the theoretical underpinning of risk management combined with keen insights from a practitioner's perspective. This text will rank among the most essential readings for both market professionals and academics."
-Gregory J. Parseghian, Senior Vice President and Chief Investment Officer, Freddie Mac
"The most systematic and comprehensive overview of fixed income risk management."
-Philippe Jorion, Professor of Finance, University of California-Irvine, Author, Value at Risk: The New Benchmark for Controlling Derivatives Risk
"An inside look at approaches to fixed income risk management developed at a leading investment firm. The rigorous presentation covers both theoretical and practical considerations as well as their applications to portfolio management. Very interesting and highly recommended."
-Charles W. Grant, Managing Director of Fixed Income, Virginia Retirement System
"Few, if any, financial studies have managed to reconcile practical market experience and scientific discipline within such an original approach and with such elegance! An absolute must for anyone in the world of fixed income."
-Michele Donegani, Head of Asset Allocation and Manager Selection, European Investment Managers (EIM)
Table of Contents
The Art and Science of Risk Management.
Parametric Approaches to Risk Management.
Modeling Yield Curve Dynamics.
Measuring Interest Rate, Basis, and Currency Risks.
Value-At-Risk Methodological Trade-Offs.
Using Portfolio Optimization Techniques to Manage Risk.
Appendix.
Bibliography.
Index.
About the Authors.
by "Nielsen BookData"