Books on the topic 'Interest rate futures Australia'

Valentine, T. J. Interest rates and money markets in Australia. Sydney: Financial Training and Analysis Services, 1991.

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

R, Beidleman Carl, and Beidleman Carl R, eds. Interest rate swaps. Homewood, Ill: Business One Irwin, 1991.

V, Piterbarg Vladimir, ed. Interest rate modeling. London: Atlantic Financial Press, 2010.

London International Financial Futures Exchange. Eurolira futures: Three month interest rate futures contract. London: London International Financial Futures Exchange, 1992.

Exchange, Chicago Mercantile. Using interest rate futures and options. Chicago: the Exchange, 1986.

Exchange, London International Financial Futures. Eurodollar interest rate futures and options. London: LIFFE, 1985.

Exchange, London International Financial Futures. 3-month sterling interest rate futures. London: LIFFE, 1987.

Understanding interest rate swaps. New York: McGraw-Hill, 1993.

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.

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

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

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

Interest rate swaps and other derivatives. New York: Columbia University Press, 2012.

LIFFE. LIFFE short term interest rate: Futures and options. London: London International Financial Futures and Options Exchange, 1999.

Manus, Desmond John Mc. The information content of interest rate futures options. Ottawa, Ont: Bank of Canada, 1999.

Manus, Desmond John Mc. The information content of interest rate futures options. Ottawa: Bank of Canada, 1999.

Sadr, Amir. Interest Rate Swaps and Their Derivatives. New York: John Wiley & Sons, Ltd., 2009.

Interest rate modeling theory and practice. Boca Raton, FL: CRC Press, 2009.

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

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

Bernanke, Ben. On the predictive power of interest rates and interest rate spreads. Cambridge, MA: National Bureau of Economic Research, 1990.

London International Financial Futures and Options Exchange. Eurolira: Short term interest rates : three month interest rate futures contract. London: London International Financial Futures and Options Exchange, 1993.

Büschgen, Hans E. Zinstermingeschäfte: Instrumente und Verfahren zur Risikoabsicherung an Finanzmärkten. Frankfurt am Main: F. Knapp, 1988.

Lacey, Jerome. Financial instruments markets: An advanced study of cash-futures relationships. [Chicago]: Chicago Board of Trade, 1986.

Dunne, O. Simon. The techniques of interest rate futures trading: With applications to the IFOX DIBOR contract. Dublin: University College Dublin, 1991.

Oestreicher, Andreas. Grundsätze ordnungsmässiger Bilanzierung von Zinsterminkontrakten: Das Prinzip der Einzelbewertung bei funktional verknüpften Finanzgeschäften. Düsseldorf: IDW, 1992.

Wörner, Elisabeth. Termingeschäfte als Instrumente des Zinsrisiko-Managements. Frankfurt am Main: P. Lang, 1988.

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

Borrell, Máximo. Los mercados de futuros financieros: Introducción a los futuros de tipos de interés : su utilización en España. Barcelona: Editorial Ariel, 1990.

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

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

Baume, Charles de La. Gestion du risque de taux d'intérêt. Paris: Economica, 1988.

Interest rate swaps: Valuation, trading, and processing. Burr Ridge, Ill: Irwin Professional Pub., 1994.

Stapleton, Richard C. The analysis and valuation of interest rate options. Fontainebleau: INSEAD, 1992.

Minarik, Jürgen. Existenz und Handelbarkeit eines Forward Interest Rate Bias. Wien: Facultas-wuv, 2007.

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

Diebold, Francis X. The macroeconomy and the yield curve: A dynamic latent factor approach. Cambridge, MA: National Bureau of Economic Research, 2004.

Diebold, Francis X. The macroeconomy and the yield curve: A dynamic latent factor approach. Cambridge, Mass: National Bureau of Economic Research, 2004.

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

Reporting interest rate swaps: The association of disclosure quality with credit risk and ownership structure. New York: Garland Pub., 1994.

Exchange, London International Financial Futures and Options. Eurolira: Short term interest rates : three month interest rate futures and options contract. London: London International Financial Futures and Options Exchange, 1995.

London International Financial Futures and Options Exchange. Euromark: Short term interest rates : three month interest rate futures and options contracts. London: London International Financial Futures and Options Exchange, 1992.

London International Financial Futures and Options Exchange. Euroswiss: Short term interest rates : three month interest rate futures and options contracts. London: London International Financial Futures and Options Exchange, 1992.

Interest-rate option models: Understanding, analysing and using models for exotic interest-rate options. 2nd ed. Chichester: Wiley, 1998.