Centro de Documentacion de Fundación MAPFRE - Interest rate risk management : the banker's guide to using futures, options, swaps and other derivative instruments

MAP20070012777

Interest rate risk management : the banker's guide to using futures, options, swaps and other derivative instruments / Benton E. Gup, Robert Brooks. — Chicago [etc.] : Bankers Publishing Company : Probus Publishing Company, cop. 1993

276 p. ; 24 cm

Sumario: The impact of interest rates on incomes and values -- Understanding interest rates and financial asset prices -- Traditional ALM techniques: strengths and weaknesses -- An introduction to forward rate agreements and futures -- Hedging with financial futures -- Interest rate swaps -- An introduction to options -- Caps and floors -- Zero-cost asymmetric hedges -- Regulatory and accounting considerations -- Interest rate risk management policies

ISBN 1-55738-370-7

1. Banca . 2. Inversiones . 3. Productos financieros . 4. Tasas de interés . 5. Gerencia de riesgos . 6. Riesgo financiero . I. Brooks, Robert . II. Title.

FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 7-GUP-INT — Record number: 013622

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