Matches in Harvard for { <http://id.lib.harvard.edu/aleph/009196320/catalog> ?p ?o. }
Showing items 1 to 24 of
24
with 100 items per page.
- catalog contributor b12962481.
- catalog created "c2002.".
- catalog date "2002".
- catalog date "c2002.".
- catalog dateCopyrighted "c2002.".
- catalog description "Interest Rate Risk, Interest Rate Derivatives and the Management Function -- Fundamentals of Interest Rate Risk -- Financial Derivatives -- Interest Rate Derivatives -- The Interest Rate Risk Management Function -- Checklist for the Review of Chapter 1 -- Interest Rate Risk Management in the Non-Financial Sector -- The Critique of Corporate Risk Management -- In Defence of Corporate Risk Management -- Conclusion on Corporate Risk Management -- Maintaining a Sound System of Control -- Diversification -- Hedging with Financial Derivatives -- Checklist for the Review of Chapter 2 -- Interest Spot and Forward Rate Agreement Markets -- The Spot Interest Rate Market -- Forward Rate Agreements -- Checklist for the Review of Chapter 3 -- Interest Rate Futures Contracts -- Introduction to Interest Rate Futures -- An Exchange Traded Forward Rate Agreement -- A Standardised Contract-the Minimum Conditions -- Major Interest Rate Futures Contracts -- Futures Market Terminology -- The Role of Basis in Interest Rate Futures -- The Futures Hedge Ratio -- Discussion of the Case Studies -- Checklist for the Review of Chapter 4 -- Interest Rate Swaps -- Introduction to Interest Rate Swaps -- Principles of Interest Rate Swaps -- Uses of Interest Rate Swaps -- Structuring Interest Rate Swaps -- The Swap Rate -- Practical Interest Rate Swaps -- Asset Swaps -- Interest Rate Basis Swaps -- Checklist for the Review of Chapter 5 -- Interest Rate Options -- The Fundamental Principles of Options -- Option Pricing -- The Intrinsic Value of an Option.".
- catalog extent "xv, 184 p. :".
- catalog hasFormat "Managing interest rate risk.".
- catalog identifier "0471485497".
- catalog isFormatOf "Managing interest rate risk.".
- catalog isPartOf "IIA risk management series".
- catalog issued "2002".
- catalog issued "c2002.".
- catalog language "eng".
- catalog publisher "Chicester, West Sussex, England ; New York, NY, USA : John Wiley,".
- catalog relation "Managing interest rate risk.".
- catalog subject "332.63/23 21".
- catalog subject "Derivative securities.".
- catalog subject "HG6024.5 .S744 2002".
- catalog subject "Interest rate futures.".
- catalog subject "Interest rate risk.".
- catalog tableOfContents "Interest Rate Risk, Interest Rate Derivatives and the Management Function -- Fundamentals of Interest Rate Risk -- Financial Derivatives -- Interest Rate Derivatives -- The Interest Rate Risk Management Function -- Checklist for the Review of Chapter 1 -- Interest Rate Risk Management in the Non-Financial Sector -- The Critique of Corporate Risk Management -- In Defence of Corporate Risk Management -- Conclusion on Corporate Risk Management -- Maintaining a Sound System of Control -- Diversification -- Hedging with Financial Derivatives -- Checklist for the Review of Chapter 2 -- Interest Spot and Forward Rate Agreement Markets -- The Spot Interest Rate Market -- Forward Rate Agreements -- Checklist for the Review of Chapter 3 -- Interest Rate Futures Contracts -- Introduction to Interest Rate Futures -- An Exchange Traded Forward Rate Agreement -- A Standardised Contract-the Minimum Conditions -- Major Interest Rate Futures Contracts -- Futures Market Terminology -- The Role of Basis in Interest Rate Futures -- The Futures Hedge Ratio -- Discussion of the Case Studies -- Checklist for the Review of Chapter 4 -- Interest Rate Swaps -- Introduction to Interest Rate Swaps -- Principles of Interest Rate Swaps -- Uses of Interest Rate Swaps -- Structuring Interest Rate Swaps -- The Swap Rate -- Practical Interest Rate Swaps -- Asset Swaps -- Interest Rate Basis Swaps -- Checklist for the Review of Chapter 5 -- Interest Rate Options -- The Fundamental Principles of Options -- Option Pricing -- The Intrinsic Value of an Option.".
- catalog title "Managing interest rate risk : using financial derivatives / John J. Stephens.".
- catalog type "text".