Coyle, Brian  <br/><br/>
Interest - rate risk management : hedging interest- rate exposure. / 
Brian Coyle 
 - U.K:   CIB,  2001. 
 - 154 p.:  ill.;  22cm  
<br/><br/> Includes index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>0852974434 
<br/><br/><label>LC Class. No.: </label>HG6024.5.C63