Coyle, Brian <br/><br/>
Introduction to interest rate risk. / 
Brain, Coyle 
 - U.K.  CIB,  2001. 
 - 137 p.:  24cm. 
<br/><br/>Contents: Introduction to risk -- Interest-rate exposure -- Interest rates and volatility -- Fixed or floating-rate interest -- Term of funding: the yield curve -- Basis risk and cap exposure -- The Currency of borrowing -- Price risk -- Risk managment -- Footnote on interest - rate convention -- Glossary. 
<br/><br/><label>ISBN: </label>0852974396 
<br/><br/><label>LC Class. No.: </label>HG1615.25.C65