Interest Rate Risk Models High quality books
Interest Rate Risk Models
By:Anthony G. Cornyn
Published on 1997 by Global Professional Publishi
� 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, net investment income versus net portfolio value, projections of interest rates, and volatility A guide for asset-liability managers and other investment professionals who are faced with the decision of whether to build or buy a financial model to measure, monitor, and help manage their institution's risk exposure. It reviews the evolution of interest rate risk models and evaluates the state-of-the-art models in use. Includes Modeling cash flows; modeling the term structure; OAS technology; net interest income versus net portfolio value; build versus buy analysis; practical methods for deriving input assumptions; prepayment rates; deposit decay rates; projections of interest rate and volatility.
This Book was ranked at 39 by Google Books for keyword Banking.
Book ID of Interest Rate Risk Models's Books is nEKsxOb5VVsC, Book which was written byAnthony G. Cornynhave ETAG "wBZSoP0ptdQ"
Book which was published by Global Professional Publishi since 1997 have ISBNs, ISBN 13 Code is 9781888998047 and ISBN 10 Code is 1888998040
Reading Mode in Text Status is false and Reading Mode in Image Status is true
Book which have "434 Pages" is Printed at BOOK under CategoryInterest rate risk
This Book was rated by 1 Raters and have average rate at "5.0"
This eBook Maturity (Adult Book) status is NOT_MATURE
Book was written in en
eBook Version Availability Status at PDF is falseand in ePub is false
Book Preview
Comments
Post a Comment