Books on the topic 'Interest rate and volatility risk'
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Hanweck, Gerald A. Interest rate volatility: Understanding, analyzing, and managing interest rate risk and risk-based capital. Chicago: Irwin Professional Pub., 1996.
Find full textPatnaik, Ila. Interest rate volatility and risk in Indian banking. Washington, D.C: International Monetary Fund, IMF Institute, 2004.
Find full textHördahl, Peter. Financial volatility and time-varying risk premia. Lund: Lund University, 1997.
Find full textMatovu, John. Volatility and jump risk premia in emerging market bonds. [Washington, D.C.]: International Monetary Fund, Middle East and Central Asia Dept., 2007.
Find full textEdwards, Sebastian. Interest rate volatility and contagion in emerging markets: Evidence from the 1990s. Cambridge, MA: National Bureau of Economic Research, 2000.
Find full textDamian, Kissane, ed. Interest rate risk management. London: Eurostudy, 1988.
Find full textMatz, Leonard M. Interest rate risk management. Austin, Tex: Sheshunoff, 2006.
Find full textNawalkha, Sanjay K. Interest Rate Risk Modeling. New York: John Wiley & Sons, Ltd., 2005.
Find full textManaging interest rate risk. New York: Quorum Books, 1987.
Find full textManaging interest rate risk. Cambridge: Woodhead-Faulkner, 1987.
Find full textEdwards, Sebastian. Interest rate volatility, capital controls and contagion. Cambridge, MA: National Bureau of Economic Research, 1998.
Find full textInterest rate modeling for risk management: Market price of interest rate risk. Sharjah, U.A.E: Bentham Science Publishers Ltd., 2015.
Find full textBoris, Antl, ed. Management of interest rate risk. London: Euromoney Publications, 1990.
Find full textBoris, Antl, ed. Management of interest rate risk. London: Euromoney, 1988.
Find full textM, Gardener Edward P., and University College of North Wales. Institute of European Finance., eds. Interest rate risk and banks. Bangor: Institute of European Finance, University College of North Wales, 1987.
Find full textM, Gardener Edward P., and University College of North Wales. Institute of European Finance., eds. Interest rate risk and banks. Bangor: Institute of European Finance, University College of North Wales, 1987.
Find full textReinhart, Carmen M. What hurts most?: G-3 exchange rate or interest rate volatility. Cambridge, MA: National Bureau of Economic Research, 2001.
Find full textBrooks, 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.
Find full textDuration analysis: Managing interest rate risk. Cambridge, Mass: Ballinger, 1987.
Find full textShin, Kilman. Interest rate, risk, and income distribution. [Taegu, Korea]: Taegu University Press, 1986.
Find full textMcGuire, William J. Understanding and managing interest rate risk. Chicago, IL (8 S. Michigan Ave., Suite 500, Chicago 60603-3307): Financial Managers Society, 1994.
Find full textJ, Cornyn Anthony, Lederman Jess, and Klein Robert A. 1953-, eds. Controlling and managing interest-rate risk. Englewood Cliffs, NJ: New York Institute of Finance, 1997.
Find full textMyers, Cliff. Interest rate risk policy and control. Scottsdale, Ariz. (7272 E. Indian School Rd., Suite 300, Scottsdale 85251): Sendero Corp., 1989.
Find full textMcGuire, William J. Understanding and managing interest rate risk. Chicago, IL (8 S. Michigan Ave., Suite 500, Chicago 60603-3307): Financial Managers Society, 1994.
Find full textBrosnan, Declan. Interest rate volatility and bond yields: Is immunisation sufficient? Dublin: University College Dublin, 1994.
Find full textMurphy, 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.
Find full textMurphy, 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.
Find full textMurphy, 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.
Find full textMurphy, 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.
Find full textMurphy, 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.
Find full textGeert, Bekaert. Asymmetric volatility and risk in equity markets. Cambridge, MA: National Bureau of Economic Research, 1997.
Find full textClark, Francis Jack, and Wolf Avner S. 1949-, eds. The Handbook of interest rate risk management. Burr Ridge, Ill: Irwin, 1994.
Find full textThe practitioner's guide to interest rate risk management. London: Graham & Trotman, 1992.
Find full textJ, Cornyn Anthony, and Mays Elizabeth, eds. Interest rate risk models: Theory and practice. Chicago: Glenlake Publ. Co., 1997.
Find full textFernández, Ana Isabel. Interest rate risk analysis of Spanish banks. Bangor (Wales): Institute of European Finance, University of Wales, Bangor, 1996.
Find full textMcGuire, William J. Interest rate risk: Measuring performance, creating solutions. Chicago, IL (230 West Monroe, Suite 2205, Chicago 60606): Financial Managers Society, 1997.
Find full textMcGuire, William J. Interest rate risk: Measuring performance, creating solutions. Chicago, IL (230 West Monroe, Suite 2205, Chicago 60606): Financial Managers Society, 1997.
Find full textFarin, Thomas A. Interest rate risk measurement and TB-13. Chicago, IL (111 E. Wacker Dr., Chicago 60601): Financial Managers Society, 1989.
Find full textBasle Committee on Banking Supervision. Principles for management of interest rate risk. Basle: Basle Committee on Banking Supervision, 1997.
Find full textA guide to managing interest-rate risk. New York: New York Institute of Finance, 1992.
Find full textNewson, Paul. Interest rate risk in the banking book. London: Risk Books, 2017.
Find full textJacob, Boudoukh, ed. A multifactor, nonlinear, continuous-time model of interest rate volatility. Cambridge, MA: National Bureau of Economic Research, 1999.
Find full textMoguillansky, Graciela. Corporate risk management and exchange rate volatility in Latin America. Santiago, Chile: Naciones Unidas, ECLAC/CEPAL, 2003.
Find full textLangford, Charles K. Financial risk management: Managing portfolio risk with interest rate futures. Saint-Cloud: SEFI, 1989.
Find full textFerrer, Vicente Meneu. Análisis y gestión del riesgo de interés. Barcelona: Editorial Ariel, 1992.
Find full textV, Mann Steven, and Choudhry Moorad, eds. Measuring and controlling interest rate and credit risk. 2nd ed. Hoboken, New Jersey: Wiley, 2003.
Find full textChen, Lin. Interest Rate Dynamics, Derivatives Pricing, and Risk Management. Berlin, Heidelberg: Springer Berlin Heidelberg, 1996. http://dx.doi.org/10.1007/978-3-642-46825-4.
Full textFederal Home Loan Bank of Cincinnati, ed. Managing interest rate risk: A compilation of articles. [Cincinnati, Ohio?]: Federal Home Loan Bank of Cincinnati, 1988.
Find full textFund, International Monetary. Interest Rate Volatility and Risk in Indian Banking. International Monetary Fund, 2004.
Find full textStaff, International Monetary Fund. Interest Rate Volatility and Risk in Indian Banking. International Monetary Fund, 2004.
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