Measuring and controlling interest rate and credit risk
Frank J. Fabozzi; Steven V. Mann; Moorad Choudhry
| Year of publication: |
c2003 ; 2. ed.
|
|---|---|
| Authors: | Fabozzi, Frank J. ; Mann, Steven V. ; Choudhry, Moorad |
| Publisher: |
Hoboken, NJ : Wiley |
| Subject: | Zinsrisiko | Interest rate risk | Kreditrisiko | Credit risk | Messung | Measurement | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Derivat | Derivative | Risikomaß | Risk measure | Zinsänderungsrisiko | Wertpapieranlage | Bewertung |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | IX, 533 S graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | : £60.50 : CIP entry (Sep.) |
| ISBN: | 0-471-26806-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001764463