Books on the topic 'Interest rate risk. Interest rates'

Managing interest rate risk. Cambridge: Woodhead-Faulkner, 1987.

Managing interest rate risk. New York: Quorum Books, 1987.

Brooks, Robert Edwin. Interest rate modeling and the risk premiums in interest rate swaps. Charlottesville, Va., U.S.A: Research Foundation of the Institute of Chartered Financial Analysts, 1997.

Myers, Cliff. Interest rate risk policy and control. Scottsdale, Ariz. (7272 E. Indian School Rd., Suite 300, Scottsdale 85251): Sendero Corp., 1989.

Shin, Kilman. Interest rate, risk, and income distribution. [Taegu, Korea]: Taegu University Press, 1986.

Matz, Leonard M. Interest rate risk management. Austin, Tex: Sheshunoff, 2006.

Fernández, Ana Isabel. Interest rate risk analysis of Spanish banks. Bangor (Wales): Institute of European Finance, University of Wales, Bangor, 1996.

W, Daniel James, ed. Mathematical Interest Theory. 2nd ed. Washington, DC: Mathematical Association of America, 2008.

Nawalkha, Sanjay K. Interest Rate Risk Modeling. New York: John Wiley & Sons, Ltd., 2005.

Duration analysis: Managing interest rate risk. Cambridge, Mass: Ballinger, 1987.

Murphy, Joseph E. With interest: How to profit from interest rate fluctuations. Homewood, Ill: Dow Jones-Irwin, 1987.

Federer, Vaaler Leslie Jane, ed. Mathematical interest theory. Upper Saddle River, N.J: Pearson/Prentice Hall, 2007.

Hanweck, Gerald A. Interest rate volatility: Understanding, analyzing, and managing interest rate risk and risk-based capital. Chicago: Irwin Professional Pub., 1996.

Patnaik, Ila. Interest rate volatility and risk in Indian banking. Washington, D.C: International Monetary Fund, IMF Institute, 2004.

Luytjes, Jan E. Determining the appropriate measure of interest-rate risk from a regulatory perspective. Washington, D.C: Federal Home Loan Bank Board, Office of Policy and Economic Research, 1989.

Gupta, Dipak Das. Interest rates in open economies: Real interest rate parity, exchange rates and country risk in industrial and developing countries. Washington, D.C: World Bank, East Asia and Pacific Region, Country Department III, Country Operations Division, 1994.

Engel, Charles. The real exchange rate, real interest rates, and the risk premium. Cambridge, MA: National Bureau of Economic Research, 2011.

Christoffersen, Peter F. Interest rate arbitrage in currency baskets: Forecasting weights and measuring risk. [Washington, D.C.]: International Monetary Fund, Asia and Pacific Department, 1999.

Pagès, Henri. Interbank interest rates and the risk premium. Basel, Switzerland: Bank for International Settlements, Monetary and Economic Dept., 1999.

Jouini, E., J. Cvitanic, and Marek Musiela, eds. Option Pricing, Interest Rates and Risk Management. Cambridge: Cambridge University Press, 2001. http://dx.doi.org/10.1017/cbo9780511569708.

McGuire, William J. Understanding and managing interest rate risk. Chicago, IL (8 S. Michigan Ave., Suite 500, Chicago 60603-3307): Financial Managers Society, 1994.

McGuire, William J. Understanding and managing interest rate risk. Chicago, IL (8 S. Michigan Ave., Suite 500, Chicago 60603-3307): Financial Managers Society, 1994.

McGuire, William J. Interest rate risk: Measuring performance, creating solutions. Chicago, IL (230 West Monroe, Suite 2205, Chicago 60606): Financial Managers Society, 1997.

McGuire, William J. Interest rate risk: Measuring performance, creating solutions. Chicago, IL (230 West Monroe, Suite 2205, Chicago 60606): Financial Managers Society, 1997.

Murphy, J. Austin. Hedging fixed-rate mortgage investments against interest-rate risk. 4th ed. Washington, D.C. (1700 G St., NW, Washington 20552): Federal Home Loan Bank Board, Office of Policy and Economic Research, 1989.

Murphy, J. Austin. Hedging fixed-rate mortgage investments against interest-rate risk. 4th ed. Washington, D.C. (1700 G St., NW, Washington 20552): Federal Home Loan Bank Board, Office of Policy and Economic Research, 1989.

Murphy, J. Austin. Hedging fixed-rate mortgage investments against interest-rate risk. 4th ed. Washington, D.C. (1700 G St., NW, Washington 20552): Federal Home Loan Bank Board, Office of Policy and Economic Research, 1989.

Murphy, J. Austin. Hedging fixed-rate mortgage investments against interest-rate risk. 4th ed. Washington, D.C. (1700 G St., NW, Washington 20552): Federal Home Loan Bank Board, Office of Policy and Economic Research, 1989.

Murphy, J. Austin. Hedging fixed-rate mortgage investments against interest-rate risk. 4th ed. Washington, D.C. (1700 G St., NW, Washington 20552): Federal Home Loan Bank Board, Office of Policy and Economic Research, 1989.

A guide to managing interest-rate risk. New York: New York Institute of Finance, 1992.

Farin, Thomas A. Interest rate risk measurement and TB-13. Chicago, IL (111 E. Wacker Dr., Chicago 60601): Financial Managers Society, 1989.

International term structure models: Global models of interest rate and foreign exchange rate risk. Bern: Verlag Paul Haupt, 1999.

The practitioner's guide to interest rate risk management. London: Graham & Trotman, 1992.

Dermine, Jean. The BIS proposal for the measurement of interest rate risk: Some pitfalls. Fontainebleau: INSEAD, 1991.

Dermine, Jean. The evaluation of interest rate risk: Some warnings about the Basle proposal. Fontainebleau: INSEAD, 1993.

Ji yu VaR he ES de li lü feng xian du liang: Risk measure of interest rate based on VaR and ES model. Beijing Shi: Jing ji ke xue chu ban she, 2011.

Fernando, Alvarez. Time-varying risk, interest rates and exchange rates in general equilibrium. [Minneapolis, MN]: Federal Reserve Bank of Minneapolis, Research Dept., 2003.

Ferrer, Vicente Meneu. Análisis y gestión del riesgo de interés. Barcelona: Editorial Ariel, 1992.

Understanding and managing interest rate risks. Singapore: World Scientific, 1996.

Gruson, Pierre. Les taux d'intérêt: Comprendre la valeur et le rendement d'un titre financier. Paris: Dunod, 1992.

Stenke, Karin. Der Einsatz von Zinsterminkontrakten zur Steuerung des Zinsänderungsrisikos eines Kreditinstituts im Rahmen eines Modells für das Aktiv-Passiv-Management. München: VVF, 1993.

Krippner, Leo. Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve. Wellington, N.Z: Reserve Bank of New Zealand, Economics Dept., 2002.

Schürle, Michael. Zinsmodelle in der stochastischen Optimierung: Mit Anwendungen im Asset- & Liability-Management. Bern: P. Haupt, 1998.

V, Mann Steven, and Choudhry Moorad, eds. Measuring and controlling interest rate and credit risk. 2nd ed. Hoboken, New Jersey: Wiley, 2003.

Hördahl, Peter. Financial volatility and time-varying risk premia. Lund: Lund University, 1997.

Howcroft, J. B. Management andcontrol of currency and interest rate risk. Chicago, Ill: Probus Pub. Co, 1989.

Cochrane, John H. Bond risk premia. Cambridge, MA: National Bureau of Economic Research, 2002.

Honohan, Patrick. Expectations and risk premia in the determination of long-term interest rates in Ireland. Dublin: Economic and Social Research Institute, 1994.

Brock, Philip Lawton. High real interest rates, guarantor risk, and bank recapitalizations. Washington, DC: World Bank, Office of the Senior Vice President and Chief Economist, Development Economics, 1996.

Drudi, Francesco. Real interest rates, sovereign risk and optimal debt management. Rome: Banca d'Italia, 1996.