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

Gup, Benton E.; Brooks, Robert

Hardcover

ISBN 10: 1557383707 ISBN 13: 9781557383709

Publisher: Probus Pub Co, 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.

About this title

About the Author:

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

About this edition

• Publisher: Probus Pub Co
• Publication date: 1993
• ISBN 10: 1557383707
• ISBN 13: 9781557383709
• Binding: Hardcover
• Number of pages: 280