Interest Rate Risk Managment - Hardcover

Gup-Brooks, Ph.

 
9781557383709: Interest Rate Risk Managment
Hardcover
ISBN 10: 1557383707 ISBN 13: 9781557383709
Publisher: McGraw-Hill Education, 1993

Synopsis

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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About the Author

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

"About this title" may belong to another edition of this title.

Publisher
McGraw-Hill Education
Publication date
1993
Language
English
ISBN 10 
1557383707
ISBN 13 
9781557383709
Binding
Hardcover
Number of pages
280