Interest - rate risk management : hedging interest- rate exposure. / Brian Coyle
Material type:
TextPublisher: U.K: CIB, 2001Description: 154 p.: ill.; 22cmISBN: 0852974434LOC classification: HG6024.5.C63
Contents:
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.
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WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY General Stacks | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | HG6024.5.C63 (Browse shelf) | 1 | Available | 3553/12 | |
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Books
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WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY General Stacks | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | HG6024.5.C631 (Browse shelf) | 2 | Available | 3554/12 | |
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Books
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WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY General Stacks | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | HG6024.5.C632 (Browse shelf) | 3 | Available | 3555/12 |
Browsing WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY shelves, Shelving location: General Stacks Close shelf browser
| HG6024.5.C63 Interest - rate risk management : hedging interest- rate exposure. / | HG6024.5.C63 Interest- rate swaps. / | HG6024.5.C631 FRAs and interest-rate futures. / | HG6024.5.C631 Interest - rate risk management : hedging interest- rate exposure. / | HG6024.5.C631 Interest- rate swaps. / | HG6024.5.C631 Interest- rate swaps. / | HG6024.5.C632 FRAs and interest-rate futures. / |
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.
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