User profiles for Ravi E. Dattatreya
 | Dr. Ravi E. DattatreyaUniversity of California, Berkeley Verified email at MargosaVentures.com Cited by 64 |
The risk-point method for measuring and controlling yield curve risk
RE Dattatreya, FJ Fabozzi - Financial Analysts Journal, 1995 - Taylor & Francis
… The discussion of the risk-point concept here builds on the following works: Ravi E. Dattatreya,
"A Practical Approach to Asset Liability Management," Sumitomo Bank Capital Markets …
"A Practical Approach to Asset Liability Management," Sumitomo Bank Capital Markets …
A simplified model for valuing debt options
RE Dattatreya, FJ Fabozzi - Journal of Portfolio Management, 1989 - search.proquest.com
Option-like features have been common in fixed-income markets for decades, and the
valuation of options is of paramount importance in fixed income analysis. Option features add …
valuation of options is of paramount importance in fixed income analysis. Option features add …
[CITATION][C] Active total return management of fixed-income portfolios
RE Dattatreya, FJ Fabozzi - (No Title), 1995 - cir.nii.ac.jp
… Dattatreya, Ravi E. … 責任表示 Ravi E. Dattatreya, Frank J. Fabozzi …
[CITATION][C] The structured note market: the definitive guide for investors, traders & issuers
SY Peng, RE Dattatreya - (No Title), 1995 - cir.nii.ac.jp
… Dattatreya, Ravi E. … Peng & Ravi E. Dattatreya …
[CITATION][C] Interest rate & currency swaps: the markets, products and applications
RE Dattatreya, RES Venkatesh, VE Venkatesh - (No Title), 1994 - cir.nii.ac.jp
… Venkatesh, Vijaya E. … 責任表示 Ravi E. Dattatreya, Raj ES Venkatesh, Vijaya E. Venkatesh …
[CITATION][C] The handbook of derivative instruments: investment research, analysis, and portfolio applications
A Konishi, RE Dattatreya - 1996 - Irwin Professional Publishing
[CITATION][C] Price volatility characteristics of fixed income securities
…, M Pitts, RE Dattatreya - The …, 1997 - Irwin Professional Publishing …
[CITATION][C] Fixed income analytics: state-of-the-art debt analysis and valuation modeling
RE Dattatreya - 1991 - Probus Publishing Company
[CITATION][C] A Practical Approach to Asset/Liability Management
RE Dattatreya - Asset/Liability Management. Probus. Chicago, 1991
[CITATION][C] Interest Rate Swaps
RE Dattatreya - The 1992 Dictionary of Derivatives, 1992