000 00673nam a22001457a 4500
008 120615t xxu||||| |||| 00| 0 eng d
020 _a0852974396
050 _aHG1615.25.C65
100 _aCoyle, Brian
245 _aIntroduction to interest rate risk. /
_cBrain, Coyle
260 _aU.K.
_bCIB,
_c2001.
300 _a137 p.:
_c24cm.
505 _aContents: 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.
942 _2lcc
_cBK
999 _c1350
_d8850