Interest Rate Risk Managment - Hardcover

Gup-Brooks, Ph.

Hardcover

ISBN 10: 1557383707 ISBN 13: 9781557383709

Verlag: McGraw-Hill Education, 1993

Inhaltsangabe

Book by Gup Benton E Brooks Robert

Über diesen Titel

Reseña del editor:

In Interest Rate Risk Management experts Benton Gup and Robert Brooks explain how banks and other types of financial institutions can use derivative securities to reduce interest rate risk. Comprehensive and in-depth, the book examines the effects of interest rate risk; the effects of interest rate changes on the value of financial assets; traditional and state-of-the art asset liability management techniques; how to hedge interest rate risks using forwards, futures, swaps and various types of options; regulatory and accounting considerations; and interest rate risk management policies. Thorough appendices provide greater detail through discussion of technical details and mathematics. An extensive glossary is provided for quick reference.

Biografía del autor:

Robert Brooks, Ph.D., CFA, is Associate Professor of Finance at the University of Alabama.

Über diese Auflage

• Verlag: McGraw-Hill Education
• Erscheinungsdatum: 1993
• ISBN 10: 1557383707
• ISBN 13: 9781557383709
• Einband: Tapa dura
• Anzahl der Seiten: 280