The Handbook of interest rate risk management / edited by Jack Clark Francis and Avner Simon Wolf.
The Handbook of interest rate risk management / edited by Jack Clark Francis and Avner Simon Wolf.
The Handbook of interest rate risk management / edited by Jack Clark Francis and Avner Simon Wolf.
About this item
Full title
Publisher
Burr Ridge, Ill. : Irwin, c1994.
Call Numbers
N332.6323/ 13
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
xxx, 832 p. : ill. ; 24 cm.
Contents
Ch. 1. The Treasury Yield Curve and Its Interpretation -- Ch. 2. Factors Influencing the Level of Interest Rates -- Ch. 3. A Call-Adjusted Term Structure Estimation Methodology -- Ch. 4. Why Hedge? -- Ch. 5. Hedging Interest Rate Risk: The Basics -- Ch. 6. Introduction to the Financial Futures Marke...
Ch. 18. A No-Arbitrage Term Structure Model and the Valuation of Interest Rate Swaps -- Ch. 19. The Interest Rate Swap Term Structure -- Ch. 20. Techniques for Deriving a Zero Coupon Curve for Pricing Interest Rate Swaps: A Simplified Approach -- Ch. 21. The Swap Yield Curve -- Ch. 22. Accounting Im...
Publication information
Publisher
Burr Ridge, Ill. : Irwin, c1994.
Place of Publication
Illinois
Date Published
c1994.
Subjects
More information
Alternative Titles
Full title
The Handbook of interest rate risk management / edited by Jack Clark Francis and Avner Simon Wolf.
Authors, Artists and Contributors
Author / Artists
Notes
General note
Includes bibliographical references and index.
Contextual Information
Date Copyright
c1994.
Identifiers
Primary Identifiers
Call Numbers
N332.6323/ 13
Record Identifier
74VKMJ6pjjzd
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VKMJ6pjjzd
Other Identifiers
ISBN
1556233825
9781556233821
DDC
332.6323
MMS ID
991021176029702626
