The Handbook of Asset/Liability Management: State-of-the-Art Investment Strategies, Risk Controls and Regulatory Requirements

The Handbook of Asset/Liability Management: State-of-the-Art Investment Strategies, Risk Controls and Regulatory Requirements by Frank Fabozzi. hardcover edition. ISBN: 9781557388001.

Completely revised and updated, the Handbook of Assetiability Management helps you keep your protfolio in line and market risk under control. This reference includes; The benefits from risk management; Asset securitization; Measuring interest rate and yield curve risk; Using OAS to implement value at risk balance sheet management; Hedging with derivatives; Implementing controls for managing derivative positions.