TY  - BOOK
AU  - Coyle, Brian 
TI  - Interest - rate risk management : hedging interest- rate exposure.
SN  - 0852974434
AV  - HG6024.5.C63 
PY  - 2001///
CY  - U.K
PB  -  CIB
N1  - 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
ER  -