Libros sobre el tema "Interest rate and volatility risk"

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.

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

Matovu, John. Volatility and jump risk premia in emerging market bonds. [Washington, D.C.]: International Monetary Fund, Middle East and Central Asia Dept., 2007.

Edwards, Sebastian. Interest rate volatility and contagion in emerging markets: Evidence from the 1990s. Cambridge, MA: National Bureau of Economic Research, 2000.

Damian, Kissane, ed. Interest rate risk management. London: Eurostudy, 1988.

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

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

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

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

Edwards, Sebastian. Interest rate volatility, capital controls and contagion. Cambridge, MA: National Bureau of Economic Research, 1998.

Interest rate modeling for risk management: Market price of interest rate risk. Sharjah, U.A.E: Bentham Science Publishers Ltd., 2015.

Boris, Antl, ed. Management of interest rate risk. London: Euromoney Publications, 1990.

Boris, Antl, ed. Management of interest rate risk. London: Euromoney, 1988.

M, Gardener Edward P. y 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.

M, Gardener Edward P. y 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.

Reinhart, Carmen M. What hurts most?: G-3 exchange rate or interest rate volatility. Cambridge, MA: National Bureau of Economic Research, 2001.

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.

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

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

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

J, Cornyn Anthony, Lederman Jess y Klein Robert A. 1953-, eds. Controlling and managing interest-rate risk. Englewood Cliffs, NJ: New York Institute of Finance, 1997.

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

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

Brosnan, Declan. Interest rate volatility and bond yields: Is immunisation sufficient? Dublin: University College Dublin, 1994.

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

Geert, Bekaert. Asymmetric volatility and risk in equity markets. Cambridge, MA: National Bureau of Economic Research, 1997.

Clark, Francis Jack y Wolf Avner S. 1949-, eds. The Handbook of interest rate risk management. Burr Ridge, Ill: Irwin, 1994.

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

J, Cornyn Anthony y Mays Elizabeth, eds. Interest rate risk models: Theory and practice. Chicago: Glenlake Publ. Co., 1997.

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

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.

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

Basle Committee on Banking Supervision. Principles for management of interest rate risk. Basle: Basle Committee on Banking Supervision, 1997.

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

Newson, Paul. Interest rate risk in the banking book. London: Risk Books, 2017.

Jacob, Boudoukh, ed. A multifactor, nonlinear, continuous-time model of interest rate volatility. Cambridge, MA: National Bureau of Economic Research, 1999.

Moguillansky, Graciela. Corporate risk management and exchange rate volatility in Latin America. Santiago, Chile: Naciones Unidas, ECLAC/CEPAL, 2003.

Langford, Charles K. Financial risk management: Managing portfolio risk with interest rate futures. Saint-Cloud: SEFI, 1989.

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

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

Chen, 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.

Federal Home Loan Bank of Cincinnati, ed. Managing interest rate risk: A compilation of articles. [Cincinnati, Ohio?]: Federal Home Loan Bank of Cincinnati, 1988.

Fund, International Monetary. Interest Rate Volatility and Risk in Indian Banking. International Monetary Fund, 2004.

Staff, International Monetary Fund. Interest Rate Volatility and Risk in Indian Banking. International Monetary Fund, 2004.