Coyle, Brian
Interest - rate risk management : hedging interest- rate exposure. / Brian Coyle - U.K: CIB, 2001. - 154 p.: ill.; 22cm
Includes index.
Contents: Introduction -- Interest- rate risk -- Identifying interest-rate exposures -- Hedging policy -- Structural hedging -- Hedging with derivative instruments -- Forward rate agreements (FRAs) -- Interest-rate futures -- Interest-rate options -- Interest-rate swaps -- Accounting aspects of interest-rate risk management -- Appendix: Duration and immunizing a bond portfolio.
0852974434
HG6024.5.C63
Interest - rate risk management : hedging interest- rate exposure. / Brian Coyle - U.K: CIB, 2001. - 154 p.: ill.; 22cm
Includes index.
Contents: Introduction -- Interest- rate risk -- Identifying interest-rate exposures -- Hedging policy -- Structural hedging -- Hedging with derivative instruments -- Forward rate agreements (FRAs) -- Interest-rate futures -- Interest-rate options -- Interest-rate swaps -- Accounting aspects of interest-rate risk management -- Appendix: Duration and immunizing a bond portfolio.
0852974434
HG6024.5.C63