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- DescriptionProvides 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 curve risk, swaps and exchange traded options, TC options and related products, and more.
- Author BiographyFRANK J. FABOZZI, PhD, CFA, is Editor of the Journal of Portfolio Management, the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management, and a consultant in the fixed-income and derivatives area. Frank is a Chartered Financial Analyst and Certified Public Accountant who has edited and authored many acclaimed books in finance. He earned a doctorate in economics from the City University of New York in 1972. He is a Fellow of the International Center for Finance at Yale University. STEVEN V. MANN, PhD, is Professor of Finance at the Moore School of Business, University of South Carolina. He has coauthored three previous books and numerous articles in the area of investments, primarily fixed-income securities and derivatives. Professor Mann is an accomplished teacher, winning twenty awards for excellence in teaching. He also works as a consultant to investment/commercial banks and has conducted training programs for financial institutions throughout the United States. MOORAD CHOUDHRY is a vice president in structured finance services with JPMorgan Chase Bank in London. Prior to this, he worked as a government bond trader and Treasury trader at ABN Amro Hoare Govett Sterling Bonds Limited, and as a sterling proprietary trader at Hambros Bank Limited. Moorad is a Fellow of the Centre for Mathematical Trading and Finance, CASS Business School, London, and is Editor of the Journal of Bond Trading and Management.
- Author(s)Frank J. Fabozzi,Moorad Choudhry,Steven V. Mann
- PublisherJohn Wiley and Sons Ltd
- Date of Publication07/10/2003
- GenreFinance & Accounting
- Series TitleFrank J. Fabozzi Series
- Place of PublicationNew York
- Country of PublicationUnited States
- ImprintJohn Wiley & Sons Inc
- Content NoteIllustrations
- Weight796 g
- Width160 mm
- Height234 mm
- Spine40 mm
- Edition Statement2nd Revised edition
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