Measuring and controlling interest rate and credit risk /

Bibliographic Details

Main Author:	Fabozzi, Frank J.
Other Authors:	Mann, Steven V., Choudhry, Moorad
Format:	Book
Language:	English
Published:	Hoboken, New Jersey : Wiley, 2003.
Edition:	2nd ed.
Series:	Frank J. Fabozzi series.
Subjects:	Interest rate risk. Risk management. Portfolio management. Derivative securities.