Books on the topic 'Rate hedging'

Black, Fischer. Equilibrium exchange rate hedging. Cambridge, MA: National Bureau of 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.

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.

J, Fabozzi Frank, ed. Interest rate futures and options. Chicago, Ill: Probus Pub. Co., 1990.

Levi, Maurice D. Erroneous and valid reasons for hedging foreign exchange rate exposure. Brussels: European Institute For Advanced Studies in Management, 1989.

Kanas, Angelos. Modelling exchange rate operating exposure and hedging implications. Birmingham: Aston Business School, 1992.

Suppakitjarak, Nathridee. International portofolio diversification and hedging exchange rate risk. Birmingham: University of Birmingham, 1998.

Burnside, Craig. Hedging and financial fragility in fixed exchange rate regimes. Cambridge, MA: National Bureau of Economic Research, 1999.

Kanas, Angelos. Hedging exchange rate economic exposure: Real options or currency options? Stirling: University of Stirling, Dept. of Accountancy & Finance, 1995.

Skaltsa, Sotira. The hedging effectiveness of currency futures: An empirical test for cross-hedging the GRD/USD exchange rate. Manchester: UMIST, 1998.

Kanas, Angelos. Exchange rate economic exposure and hedging: The significance of currency options. Birmingham: Aston University. Business School, 1993.

Allayannis, George. Exchange rate risk management: Evidence fron East Asia. Washington, D.C: World Bank, Development Research Group, Finance, 2001.

Kawaller, Ira G. Financial futures and options: Managing risk in the interest rate, currency and equity markets. Chicago: Probus Pub. Co., 1992.

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

Andersen, Torben Juul. Currency and interest rate hedging: A user's guide to options, futures, swaps, & forward contracts. 2nd ed. New York: New York Institute of Finance, 1993.

Rebonato, Riccardo. The SABR/LIBOR market model: Pricing, calibration and hedging for complex interest-rate derivatives. Hoboken, NJ: John Wiley & Sons, 2009.

Currency and interest rate hedging: A user's guide tooptions, futures, swaps, and forward contracts. New York, N.Y: New York Institute of Finance, 1987.

Koh, Annie. Synthetic Eurocurrency interest rate futures contracts: Theory and evidence. Cambridge, MA: National Bureau of Economic Research, 1989.

Grützemacher, Thomas. Bewertung und bilanzielle Erfassung der Preisrisiken ausgewählter Finanzinnovationen: Dargestellt am Beispiel der Behandlung der Aktienoptionsgeschäfte und der Interest Rate-Futures in der Rechnungslegung von Aktienbanken. München: VVF, 1989.

Papaioannou, Michael G. Exchange rate risk measurement and management: Issues and approaches for firms. [Washington, D.C.]: International Monetary Fund, Monetary and Capital Markets, 2006.

Interest rate futures markets and capital market theory: Theoretical concepts and empirical evidence. Berlin: W. de Gruyte, 1986.

Kobold, Klaus. Interest rate futures markets and capital market theory: Theoretical concepts and empirical evidence. Berlin: W. de Gruyter, 1986.

Andersen, Torben Juul. Currency and interest rate hedging: A user's guide to options, futures, swaps, and forward contracts. New York, N.Y: New York Institute of Finance, 1987.

Meyer, Frieder. Hedging mit Zins- und Aktienindex-Futures: Eine theoretische und empirische Analyse des deutschen Marktes. Köln: Botermann & Botermann, 1994.

Thomas, Ted. A comprehensive approach to mortgage pipeline hedging: Using a variety of instruments for optimal hedge protection. Chicago (141 W. Jackson Blvd., Chicago 60604-2994): Chicago Board of Trade, 1999.

Zhaofeng, Kang, ed. Zhongguo li lü yan sheng chan pin de ding jia he bao zhi: Pricing and hedging of Chinese interest rate derivatives. Beijing Shi: Beijing da xue chu ban she, 2006.

Protecting shareholder value: A guide to managing financial market risk. Chicago: Irwin Professional Publishing, 1996.

Langowski, Larry. Rebalancing an MSR portfolio hedge with Treasury futures and options. Chicago: Market and Product Development, Chicago Board of Trade, 1999.

S, Venkatesh Raj E., and Venkatesh Vijaya E, eds. Interest rate & currency swaps: The markets, products and applications. Chicago, Ill: Probus Pub. Co., 1994.

Clarke, Roger G. Currency management: Concepts and practices. Charlottesville, Va: Research Foundation of the Institute of Chartered Financial Analysts, 1996.

Howcroft, Barry. Management and control of currency and interest rate risk. Chicago, Ill: Probus Pub. Co., 1989.

Ang, Andrew. International asset allocation with time-varying correlations. Cambridge, MA: National Bureau of Economic Research, 1999.

Angeletos, Marios. Idiosyncratic production risk, growth and the business cycle. Cambridge, Mass: National Bureau of Economic Research, 2003.

Dattatreya, Ravi E. Advanced interest rate and currency swaps: State-of-the-art products, strategies & risk management applications. Chicago: Probus, 1994.

Wei, Shang-Jin. Currency hedging and goods trade. Cambridge, MA: National Bureau of Economic Research, 1998.

Klopfenstein, Gary. Trading currency cross rates. New York: J. Wiley, 1993.

Perli, Roberto. Does mortgage hedging amplify movements in long-term interest rates? Washington, D.C: Federal Reserve Board, 2003.

Byrne, John E. Selective hedging of foreign currency exposure: A statistical approach. Dublin: University College Dublin, 1994.

Horne, James C. Van. Financial market rates and flows. 3rd ed. Englewood Cliffs, N.J: Prentice Hall, 1990.

Horne, James C. Van. Financial market rates and flows. 3rd ed. Englewood Cliffs N.J: Prentice Hall International, 1990.

Horne, James C. Van. Financial market rates and flows. 4th ed. London: Prentice Hall International, 1994.

Financial market rates and flows. 4th ed. Englewood Cliffs, N.J: Prentice Hall, 1994.

Financial market rates and flows. 5th ed. Upper Saddle River, N.J: Prentice Hall, 1998.

Pricing and hedging interest and credit risk sensitive instruments. Amsterdam: Elsevier Butterworth-Heinemann, 2004.

Frank, Skinner. Pricing and hedging interest and credit risk sensitive instruments. Oxford: Elsevier Butterworth-Heinemann, 2005.

Financial market rates and flows. 6th ed. Upper Saddle River, NJ: Prentice Hall, 2001.

Menichetti, Marco J. Währungsrisiken bilanzieren und hedgen: Auswirkungen der deutschen Rechnungslegung auf die Hedge-Entscheidung. Wiesbaden: Gabler, 1993.