Interest Rate Risk Management: The Banker's Guide to Using Futures, Options, Swaps and Other Derivative Instruments - Hardcover

Gup, Benton E.; Brooks, Robert

 
9781557383709: Interest Rate Risk Management: The Banker's Guide to Using Futures, Options, Swaps and Other Derivative Instruments
Hardcover
ISBN 10: 1557383707 ISBN 13: 9781557383709
Verlag: Irwin Professional Publishing, 1993

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

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

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Verlag
Irwin Professional Publishing
Erscheinungsdatum
1993
Sprache
Englisch
ISBN 10 
1557383707
ISBN 13 
9781557383709
Einband
Gebundene Ausgabe
Anzahl der Seiten
280
Kontakt zum Hersteller
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Verantwortliche Person
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