Interest Rate Risk Managment - Rilegato

Gup-Brooks, Ph.

Rilegato

ISBN 10: 1557383707 ISBN 13: 9781557383709

Casa editrice: McGraw-Hill Education, 1993

Riassunto

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.

Su questo libro

Informazioni sull'autore

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

Dettagli dell'edizione

• Editore: McGraw-Hill Education
• Data di pubblicazione: 1993
• Lingua: Inglese
• ISBN 10: 1557383707
• ISBN 13: 9781557383709
• Rilegatura: Copertina rigida
• Numero di pagine: 280
• Contatto del produttore: non disponibile
• Persona responsabile: Ufficio Anagrafiche Messaggerie; 0039 0245774342; ufficio.anagrafiche@meli.it; ; Via Verdi, 8.; Assago Milano; 20090; Italia