Coyle, Brian creator text xxu U.K CIB 2001 monographic eng

print

154 p.: ill.; 22cm 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. Brian Coyle Includes index. HG6024.5.C63 0852974434 120615