Mastering Interest Rate Risk Strategy Av Victor Macrae

<p><b>Introduces practical approaches for optimizing management and hedging of Interest Rate Risk in the Banking Book (IRRBB) driven by fast evolving regulatory landscape and market expectations.</b></p><p> Interest rate...

<P>Containing many results that are new, or which exist only in recent research articles, <B><I>Interest Rate Modeling: Theory and Practice, 2nd Edition</I></B>portrays the theory of interest rate modeling as a three-dimensional...

A practical guide, from the basic techniques, through to advanced applications, showing you what risk management is, and how you can develop a successful strategy for your company.

<P></P><P> </P><P><B><EM>Modeling Fixed Income Securities and Interest Rate Options, Third Edition</EM></B>presents the basics of fixed-income securities in a way that, unlike competitive texts, requires...