Hedging Interest-rate Exposures

Hedging Interest-rate Exposures
Author :
Publisher : Global Professional Publishi
Total Pages : 172
Release :
ISBN-13 : 0852974450
ISBN-10 : 9780852974452
Rating : 4/5 (52 Downloads)

Book Synopsis Hedging Interest-rate Exposures by : Brian Coyle

Download or read book Hedging Interest-rate Exposures written by Brian Coyle and published by Global Professional Publishi. This book was released on 2001 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: � Worked examples illustrating key points � Explanation of complex or obscure terms � Full glossary of terms The titles in this series, all previously published by BPP Training, are now available in entirely updated and reformatted editions. Each offers an international perspective on a particular aspect of risk management. Topics include interest-rate risk, identifying interest-rate exposures, hedging policy, forward rate agreements, structural hedging, and hedging with derivative instruments and interest-rate futures, options and swaps


Hedging Interest-rate Exposures Related Books

Hedging Interest-rate Exposures
Language: en
Pages: 172
Authors: Brian Coyle
Categories: Business & Economics
Type: BOOK - Published: 2001 - Publisher: Global Professional Publishi

DOWNLOAD EBOOK

� Worked examples illustrating key points � Explanation of complex or obscure terms � Full glossary of terms The titles in this series, all previously pub
International Convergence of Capital Measurement and Capital Standards
Language: en
Pages: 294
Authors:
Categories: Bank capital
Type: BOOK - Published: 2004 - Publisher: Lulu.com

DOWNLOAD EBOOK

Managing Interest Rate Risk
Language: en
Pages: 208
Authors: John J. Stephens
Categories: Business & Economics
Type: BOOK - Published: 2002-03-12 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This book tackles the subject of interest rate risk, a matter of key importance to all businesses, whether borrowing, investing, saving or trading.
Interest Rate Risk in the Banking Book
Language: en
Pages: 263
Authors: Beata Lubinska
Categories: Business & Economics
Type: BOOK - Published: 2021-11-01 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Introduces practical approaches for optimizing management and hedging of Interest Rate Risk in the Banking Book (IRRBB) driven by fast evolving regulatory lands
Modelling, Pricing, and Hedging Counterparty Credit Exposure
Language: en
Pages: 257
Authors: Giovanni Cesari
Categories: Business & Economics
Type: BOOK - Published: 2009-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit expo