TY  - BOOK
AU  - Coyle, Brian
TI  - Introduction to interest rate risk.
SN  - 0852974396
AV  - HG1615.25.C65 
PY  - 2001///
CY  - U.K.
PB  - CIB
N1  - 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
ER  -