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Measuring and Controlling Interest Rate and Credit Risk: 104 (Frank J. Fabozzi S
£4.50
Condition:
“A tan to the pages”
Good
A book that has been read, but is in good condition. Minimal damage to the book cover eg. scuff marks, but no holes or tears. If this is a hard cover, the dust jacket may be missing. Binding has minimal wear. The majority of pages are undamaged with some creasing or tearing, and pencil underlining of text, but this is minimal. No highlighting of text, no writing in the margins, and no missing pages. See the seller’s listing for full details and description of any imperfections.
- Buy it nowMeasuring and Controlling Interest Rate and Credit Risk: 104 (Frank J. Fabozzi S
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Postage:
£14.34 Standard Int'l Postage.
Located in: Rossendale, United Kingdom
Delivery:
Estimated between Fri, 27 Jun and Wed, 9 Jul to 94104
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eBay item number:364115963736
Item specifics
- Condition
- Good
- Seller notes
- “A tan to the pages”
- Book Title
- Measuring and Controlling Interest Rate and Credit
- ISBN
- 9780471268062
- Publication Name
- Measuring and Controlling Interest Rate and Credit Risk
- Publisher
- John Wiley & Sons INC International Concepts
- Subject
- Finance
- Publication Year
- 2003
- Series
- Frank J. Fabozzi Series
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 235 mm
- Item Weight
- 932 g
- Item Width
- 160 mm
- Number of Pages
- 534 Pages
About this product
Product Information
Measuring and Controlling Interest Rate and Credit Risk provides 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 describes how to measure and control the interest rate of risk of a bond portfolio or trading position. Measuring and Controlling Interest Rate and Credit Risk is a systematic evaluation of how to measure and control the interest rate risk and credit risk of a bond portfolio or trading position, defining key points in the process of risk management as related to financial situations. The authors construct a verbal flow chart, defining and illustrating interest rate risk and credit risk in regards to valuation, probability distributions, forecasting yield volatility, correlation and regression analyses. Hedging instruments discussed include futures contracts, interest rate swaps, exchange traded options, OTC options, and credit derivatives. The text includes calculated examples and readers will learn how to measure and control the interest rate risk and credit risk of a bond portfolio or trading position. They will discover value at risk approaches, valuation, probability distributions, yield volatility, futures, interest rate swaps, exchange traded funds; and find in-depth, up-to-date information on measuring interest rate with derivatives, quantifying the results of positions, and hedging. Frank J. Fabozzi (New Hope, PA) is a financial consultant, the Editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University?s School of Management. Steven V. Mann (Columbia, SC) is Professor of Finance at the Moore School of Business, University of South Carolina. Moorad Choudhry (Surrey, UK) is a Vice President with JPMorgan Chase structured finance services in London. Moorad Choudhry (Surrey, England) is a senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School, London, and is Editor of the Journal of Bond Trading and Management. He has authored a number of books on fixed income analysis and the capital markets. Moorad began his City career with ABN Amro Hoare Govett Sterling Bonds Limited, where he worked as a gilt-edged market maker, and Hambros Bank Limited where he was a sterling proprietary trader. He is currently a vice-president in Structured Finance Services with JPMorgan Chase Bank in London.
Product Identifiers
Publisher
John Wiley & Sons INC International Concepts
ISBN-13
9780471268062
eBay Product ID (ePID)
88443790
Product Key Features
Number of Pages
534 Pages
Publication Name
Measuring and Controlling Interest Rate and Credit Risk
Language
English
Subject
Finance
Publication Year
2003
Type
Textbook
Series
Frank J. Fabozzi Series
Format
Hardcover
Dimensions
Item Height
235 mm
Item Weight
932 g
Item Width
160 mm
Additional Product Features
Country/Region of Manufacture
United States
Item description from the seller
Seller business information
VAT number: GB 901578627
CRN: 07693718
Seller Feedback (2,918,828)
- m***l (154)- Feedback left by buyer.Past 6 monthsVerified purchaseExceptional service from a very reliable seller. They were offering a long-out-of-print book at a very reasonable price. On checkout I was given a 10% discount code; the book was dispatched with free postage, followed by an email advising they were giving a refund because they considered the book was not in as good a condition as advertised. The book arrived two days later, well-packaged and in great condition too. Thank you WeBuyBooks, I’m happy to recommend such exemplary service.The Painted Bird (Kosinski, Jerzy) - Kosinski, Jerzy (#365417334987)
- e***- (439)- Feedback left by buyer.Past 6 monthsVerified purchaseThis book is exactly as described and is like new. I'm really pleased with it and the price I paid which very low and exceptional value for money. The book was securely packaged and dispatched and delivered very quickly in just a couple of days. Excellent communication throughout with the seller. Very friendly, helpful and prompt. I have bought from this seller a few times and everything has always met or exceeded my expectations. A very positive experience buying from this seller. 🌟🌟🌟🌟🌟
- a***a (106)- Feedback left by buyer.Past 6 monthsVerified purchaseThis book is exactly as described and in excellent condition. I'm really pleased with the quality and the price I paid which very low and exceptional value for money. The book was very well packaged and dispatched and delivered very quickly in just a couple of days. Excellent communication throughout with the seller. Very friendly, helpful and prompt response. I have bought from this seller a few times and everything has always met or exceeded my expectations.
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Seller Feedback (2,918,828)
- m***l (154)- Feedback left by buyer.Past 6 monthsVerified purchaseExceptional service from a very reliable seller. They were offering a long-out-of-print book at a very reasonable price. On checkout I was given a 10% discount code; the book was dispatched with free postage, followed by an email advising they were giving a refund because they considered the book was not in as good a condition as advertised. The book arrived two days later, well-packaged and in great condition too. Thank you WeBuyBooks, I’m happy to recommend such exemplary service.The Painted Bird (Kosinski, Jerzy) - Kosinski, Jerzy (#365417334987)
- e***- (439)- Feedback left by buyer.Past 6 monthsVerified purchaseThis book is exactly as described and is like new. I'm really pleased with it and the price I paid which very low and exceptional value for money. The book was securely packaged and dispatched and delivered very quickly in just a couple of days. Excellent communication throughout with the seller. Very friendly, helpful and prompt. I have bought from this seller a few times and everything has always met or exceeded my expectations. A very positive experience buying from this seller. 🌟🌟🌟🌟🌟
- a***a (106)- Feedback left by buyer.Past 6 monthsVerified purchaseThis book is exactly as described and in excellent condition. I'm really pleased with the quality and the price I paid which very low and exceptional value for money. The book was very well packaged and dispatched and delivered very quickly in just a couple of days. Excellent communication throughout with the seller. Very friendly, helpful and prompt response. I have bought from this seller a few times and everything has always met or exceeded my expectations.