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eISBN : 9780471485919

Sommaire : Contents
Preface
About the Authors
CHAPTER 1 Introduction
CHAPTER 2 Valuation
CHAPTER 3 Tools for Measuring Level Interest Rate Risk
CHAPTER 4 Measuring Yield Curve Risk
CHAPTER 5 Probability Distributions and Their Properties
CHAPTER 6 Correlation Analysis and Regression Analysis
CHAPTER 7 Measuring and Forecasting Yield Volatility
CHAPTER 8 Measuring Interest Rate Risk with Value-at-Risk
CHAPTER 9 Futures and Forward Rate Agreements
CHAPTER 10 Interest Rate Swaps and Swaptions
CHAPTER 11 Exchange-Traded Options
CHAPTER 12 OTC Options and Related Products
CHAPTER 13 Controlling Interest Rate Risk with Derivatives
CHAPTER 14 Controlling Interest Rate Risk of an MBS Derivative Portfolio
CHAPTER 15 Credit Risk and Credit Value-at-Risk
CHAPTER 16 Credit Derivatives: Instruments and Applications
CHAPTER 17 Credit Derivative Valuation
CHAPTER 18 Managing Credit Risk Using Structured Products
INDEX

Langue : Anglais

Edition : 2ème

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque