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Interest Rate Risk Modeling
Language: en
Pages: 429
Authors: Sanjay K. Nawalkha
Categories: Business & Economics
Type: BOOK - Published: 2005-05-31 - Publisher: John Wiley & Sons

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The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definit
Interest Rate Risk Modeling
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Authors: Sanjay K. Nawalkha
Categories: Business & Economics
Type: BOOK - Published: 2005-05-09 - Publisher: John Wiley & Sons

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The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definit
Interest Rate Risk Models
Language: en
Pages: 458
Authors: Anthony G. Cornyn
Categories: Business & Economics
Type: BOOK - Published: 1997 - Publisher: Global Professional Publishi

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� Practical guide for asset-liability managers faced with the decision as to whether to build or buy a financial model � Topics include modeling cash flows,
International Convergence of Capital Measurement and Capital Standards
Language: en
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Interest Rate Risk in the Banking Book
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Authors: Beata Lubinska
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Type: BOOK - Published: 2021-11-01 - Publisher: John Wiley & Sons

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Introduces practical approaches for optimizing management and hedging of Interest Rate Risk in the Banking Book (IRRBB) driven by fast evolving regulatory lands