000			00816nam a22001577a 4500
008			120615t xxu||||| |||| 00| 0 eng d
020			_a0852974434
050			_aHG6024.5.C63
100			_aCoyle, Brian
245			_aInterest - rate risk management : hedging interest- rate exposure. / _cBrian Coyle
260			_aU.K: _b CIB, _c2001.
300			_a154 p.: _bill.; _c22cm
500			_aIncludes index.
505			_aContents: 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.
942			_2lcc _cBK
999			_c1364 _d8864