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

Interest Rate Risk Management : The Banker's Guide to Using Futures, Options, Swaps and Other Derivative Instruments
Interest Rate Risk Management : The Banker's Guide to Using Futures, Options, Swaps and Other Derivative Instruments, 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 inte, Interest Rate Risk Management : The Banker's Guide to Using Futures, Options, Swaps and Other Derivative Instruments has a rating of 4 stars
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Interest Rate Risk Management : The Banker's Guide to Using Futures, Options, Swaps and Other Derivative Instruments, 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 inte, Interest Rate Risk Management : The Banker's Guide to Using Futures, Options, Swaps and Other Derivative Instruments
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  • Interest Rate Risk Management : The Banker's Guide to Using Futures, Options, Swaps and Other Derivative Instruments
  • Written by author Benton E. Gup, Robert Brooks
  • Published by Irwin Professional Publishing, 1993/01/01
  • 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 inte
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Book Categories

Authors

List of Figures
List of Tables
Preface
Ch. 1 The Impact of Interest Rates on Incomes and Values 1
Ch. 2 Understanding Interest Rates and Financial Asset Prices 23
Ch. 3 Traditional ALM Techniques: Strengths and Weaknesses 53
Ch. 4 An Introduction to Forward Rate Agreements and Futures 77
Ch. 5 Hedging with Financial Futures 101
Ch. 6 Interest Rate Swaps 129
Ch. 7 An Introduction to Options 147
Ch. 8 Caps and Floors 181
Ch. 9 Zero-Cost Asymmetric Hedges 197
Ch. 10 Regulatory and Accounting Considerations 217
Ch. 11 Interest Rate Risk Management Policies 231
Glossary 253
Index 265


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

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

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

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

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

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