Publishers Description
This book explains, in detailed yet understandable terms, the analytics of interest rate risk, credit risk, foreign exchange risk and capital allocation from A to Z. This book bridges the gap between the idealized assumptions used for valuation and the realities that must be reflected in management actions.
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Related Books
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Keywords
bonds
contracts
credit model
credit risk
derivatives
interest rate risk
Interest rates
portfolio strategy
return
risk
risk management
risk management applications
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