Verfügbarkeit: Measuring and controlling interest rate and credit risk

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Vorheriger Titel:	Fabozzi, Frank J. Measuring and controlling interest rate risk
Beteilige Person:	Fabozzi, Frank J. 1948- (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Hoboken, New Jersey Wiley 2003
Ausgabe:	2. ed.
Schriftenreihe:	The Frank J. Fabozzi series
Schlagwörter:	Interest rate risk Risk management Portfolio management Derivative securities Bewertung Wertpapieranlage Risikomanagement Kreditrisiko Zinsänderungsrisiko
Links:	http://www.loc.gov/catdir/description/wiley041/2003284260.html http://www.loc.gov/catdir/toc/wiley041/2003284260.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010684202&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Beschreibung:	Includes bibliographical references and index
Umfang:	ix, 533 p. ill. : 24 cm
ISBN:	0471268062

Internformat

MARC


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250			\|a 2. ed.
264		1	\|a Hoboken, New Jersey \|b Wiley \|c 2003
300			\|a ix, 533 p. \|b ill. : 24 cm
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650		4	\|a Derivative securities
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700	1		\|a Mann, Steven V. \|e Sonstige \|4 oth
700	1		\|a Choudhry, Moorad \|e Sonstige \|4 oth
780	0	0	\|i 1. Auflage \|a Fabozzi, Frank J. \|t Measuring and controlling interest rate risk
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Datensatz im Suchindex

DE-BY-TUM_call_number	0048 2005 A 787(2)
DE-BY-TUM_katkey	1494986
DE-BY-TUM_location	LSB
DE-BY-TUM_media_number	040020092748
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adam_text	Contents Preface wii About the Authors ix CHAPTER 1 Introduction CHAPTER 2 Valuation 11 CHAPTER 3 Tools for Measuring Level Interest Rate Risk 53 CHAPTER 4 Measuring Yield Curve Risk 1US CHAPTER 5 Probability Distributions and Their Properties 141 CHAPTER 6 Correlation Analysis and Regression Analysis 1 oi CHAPTER 7 Measuring and Forecasting Yield Volatility â„¢i CHAPTER 8 .â€ž Measuring Interest Rate Risk with Value at Risk 197 CHAPTER 9 Futures and Forward Rate Agreements Â«Â» CHAPTER 10 Interest Rate Swans and Swaptions Z57 V VI Contents CHAPTER 11 Exchange Traded Options 299 CHAPTER 12 OTC Options and Related Products 327 CHAPTER 13 Controlling Interest Rate Risk with Derivatives 349 CHAPTER 14 Controlling Interest Rate Risk of an MBS Derivative Portfolio 393 CHAPTER 15 Credit Risk and Credit Value at Risk 425 CHAPTER 16 Credit Derivatives: Instruments and Applications 461 CHAPTER 17 Credit Derivative Valuation 485 CHAPTER 18 Managing Credit Risk Using Structured Products 499 INDEX 513
any_adam_object	1
author	Fabozzi, Frank J. 1948-
author_GND	(DE-588)129772054
author_facet	Fabozzi, Frank J. 1948-
author_role	aut
author_sort	Fabozzi, Frank J. 1948-
author_variant	f j f fj fjf
building	Verbundindex
bvnumber	BV017793400
callnumber-first	H - Social Science
callnumber-label	HG6024
callnumber-raw	HG6024.5.F32 2003
callnumber-search	HG6024.5.F32 2003
callnumber-sort	HG 46024.5 F32 42003
callnumber-subject	HG - Finance
classification_rvk	QK 800
classification_tum	WIR 170f
ctrlnum	(OCoLC)248946047 (DE-599)BVBBV017793400
dewey-full	332.632 332.63221
dewey-hundreds	300 - Social sciences
dewey-ones	332 - Financial economics
dewey-raw	332.632 332.632 21
dewey-search	332.632 332.632 21
dewey-sort	3332.632
dewey-tens	330 - Economics
discipline	Wirtschaftswissenschaften
edition	2. ed.
format	Book
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id	DE-604.BV017793400
illustrated	Illustrated
indexdate	2024-12-20T11:23:09Z
institution	BVB
isbn	0471268062
language	English
lccn	2003284260
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-010684202
oclc_num	248946047
open_access_boolean
owner	DE-355 DE-BY-UBR DE-91G DE-BY-TUM DE-1102 DE-521 DE-188
owner_facet	DE-355 DE-BY-UBR DE-91G DE-BY-TUM DE-1102 DE-521 DE-188
physical	ix, 533 p. ill. : 24 cm
publishDate	2003
publishDateSearch	2003
publishDateSort	2003
publisher	Wiley
record_format	marc
series2	The Frank J. Fabozzi series
spellingShingle	Fabozzi, Frank J. 1948- Measuring and controlling interest rate and credit risk Interest rate risk Risk management Portfolio management Derivative securities Bewertung (DE-588)4006340-9 gnd Wertpapieranlage (DE-588)4189703-1 gnd Risikomanagement (DE-588)4121590-4 gnd Kreditrisiko (DE-588)4114309-7 gnd Zinsänderungsrisiko (DE-588)4067851-9 gnd
subject_GND	(DE-588)4006340-9 (DE-588)4189703-1 (DE-588)4121590-4 (DE-588)4114309-7 (DE-588)4067851-9
title	Measuring and controlling interest rate and credit risk
title_auth	Measuring and controlling interest rate and credit risk
title_exact_search	Measuring and controlling interest rate and credit risk
title_full	Measuring and controlling interest rate and credit risk Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry
title_fullStr	Measuring and controlling interest rate and credit risk Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry
title_full_unstemmed	Measuring and controlling interest rate and credit risk Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry
title_old	Fabozzi, Frank J. Measuring and controlling interest rate risk
title_short	Measuring and controlling interest rate and credit risk
title_sort	measuring and controlling interest rate and credit risk
topic	Interest rate risk Risk management Portfolio management Derivative securities Bewertung (DE-588)4006340-9 gnd Wertpapieranlage (DE-588)4189703-1 gnd Risikomanagement (DE-588)4121590-4 gnd Kreditrisiko (DE-588)4114309-7 gnd Zinsänderungsrisiko (DE-588)4067851-9 gnd
topic_facet	Interest rate risk Risk management Portfolio management Derivative securities Bewertung Wertpapieranlage Risikomanagement Kreditrisiko Zinsänderungsrisiko
url	http://www.loc.gov/catdir/description/wiley041/2003284260.html http://www.loc.gov/catdir/toc/wiley041/2003284260.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010684202&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT fabozzifrankj measuringandcontrollinginterestrateandcreditrisk AT mannstevenv measuringandcontrollinginterestrateandcreditrisk AT choudhrymoorad measuringandcontrollinginterestrateandcreditrisk

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