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Measuring And Controlling Interest Rate And Credit Risk
This volume contains complete explanations of concepts such as duration and convexity, and discusses advanced topics such as probability distributions and regression analysis. It also provides the keys to using derivatives to control interest rate risk. «
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ISBN
9780471268062
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Reviews of Measuring And Controlling Interest Rate And Credit Risk by Moorad Choudhry, Cfa Frank J. Fabozzi & Frank J. Fabozzi
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