This handbook explains how to understand, identify, measure, report and account for interest rate risk, and how to use the main market instruments to manage the risk identified. Instruments analyzed include forward rate agreements, interest rate futures, single and cross currency interest rate swaps, government bonds, interest rate options including caps, floors, and swaptions, foreign exchange swaps, and medium-term forward foreign exchange. The book also addresses the additional issues faced by banks in interest rate risk ...
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This handbook explains how to understand, identify, measure, report and account for interest rate risk, and how to use the main market instruments to manage the risk identified. Instruments analyzed include forward rate agreements, interest rate futures, single and cross currency interest rate swaps, government bonds, interest rate options including caps, floors, and swaptions, foreign exchange swaps, and medium-term forward foreign exchange. The book also addresses the additional issues faced by banks in interest rate risk management due to the regulatory environment and because of their need to allocate cost and revenues to different responsibility centres. The scope of the book is international. Detailed formulae are included for pricing and risk management of interest rate options. Extensive worked examples are provided. Also available separately is a disk containing spreadsheets which perform many of the more complex calculations described in the text of the handbook. The disk is accompanied by an explanatory booklet.
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Add this copy of The Practitioner's Guide to Interest Rate Risk to cart. $14.31, good condition, Sold by Phatpocket Limited rated 4.0 out of 5 stars, ships from Waltham Abbey, ESSEX, UNITED KINGDOM, published 1992 by Springer.
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Seller's Description:
Good. Ships from UK in 48 hours or less (usually same day). Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. 100% money back guarantee. We are a world class secondhand bookstore based in Hertfordshire, United Kingdom and specialize in high quality textbooks across an enormous variety of subjects. We aim to provide a vast range of textbooks, rare and collectible books at a great price. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. We provide a 100% money back guarantee and are dedicated to providing our customers with the highest standards of service in the bookselling industry.
Add this copy of The Practitioner's Guide to Interest Rate Risk to cart. $15.27, very good condition, Sold by Goldstone Books rated 4.0 out of 5 stars, ships from Ammanford, CARMS, UNITED KINGDOM, published 1992 by Graham & Trotman.
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Very good. All orders are dispatched within 1 working day from our UK warehouse. Established in 2004, we are dedicated to recycling unwanted books on behalf of a number of UK charities who benefit from added revenue through the sale of their books plus huge savings in waste disposal. No quibble refund if not completely satisfied.
Add this copy of The Practitioner's Guide to Interest Rate Risk to cart. $92.45, fair condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1992 by Graham & Trotman.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. Book contains pencil markings. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 900grams, ISBN: 9781853337413.
