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Measuring and Controlling Interest Rate and Credit Risk - Frank J. Fabozzi Series 2nd edition
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Measuring and Controlling Interest Rate and Credit Risk - Frank J. Fabozzi Series
Frank J. Fabozzi
This authoritative Second Edition of Measuring and Controlling Interest Rate Risk provides complete explanations of concepts such as duration and convexity, and discusses advanced topics such as probability distributions and regression analysis.
533 pages, Illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | August 29, 2003 |
| ISBN13 | 9780471268062 |
| Publishers | John Wiley & Sons Inc |
| Pages | 534 |
| Dimensions | 160 × 235 × 38 mm · 948 g |
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