Controlling Interest Rate Risk: New Techniques and Applications for Money Management (Frontiers in Finance Series)

By Robert Platt

A comprehensive introduction to state-of-the-art techniques that managers of fixed-income portfolios employ to control the effects of interest rates and related risks. Uses actual portfolio management situations as examples. Applies risk control procedures in a variety of institutional settings. Includes both hedging and option-related strategies, as well as the use of specialized investment vehicles.

• Format: Hardcover
• Language: English
• ISBN: 0471823546
• ISBN13: 9780471823544
• Release Date: May 1986
• Publisher: Wiley
• Length: 414 Pages
• Weight: 0.45 lbs.