Mendeley出力
＜図書＞
The internationalisation of capital markets and the regulatory response
| 責任表示 | edited by John Fingleton ; assisted by Dirk Schoenmaker |
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| データ種別 | 図書 |
| 出版情報 | London ; Boston : Graham & Trotman , 1992 |
| 本文言語 | 英語 |
| 大きさ | xvi, 213 p. : ill. ; 24 cm |
| 概要 | This handbook explains how to understand, identify, measure, report & account for interest rate risk, & how to use the main market instruments to manage the risk identified. Instruments analysed inclu...e forwared rate agreements, interest rate futures, single & cross currency interst rate swaps, government bonds, interest rate options including caps, floors, & swaptions, foreign exchange swaps, & medium-term forward foreign exchange. The book also addresses the additional issues faced by banks in interest rate risk management due to the regulatory environment & because of their need to allocate cost & revenues to different responsibility centres. The scope of the book is international. Detailed formulae are included for pricing & risk management of interest rate options. Extensive worked examples are provided. Available to readers as an optional extra is a disk containing spreadsheets which perform many of the more complex calculations described in the next of the handbook. The disk is accompanied by an explanatory booklet. 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 3B | 338.14/I 57-5/1 | 1992 |
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068172193034167 |
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中央図 自動書庫 | 338.14/F 27/1 | 1992 |
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068582193015205 |
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書誌詳細
| 一般注記 | Includes bibliographical references |
|---|---|
| 著者標目 | Fingleton, John Schoenmaker, Dirk |
| 件 名 | LCSH:International finance LCSH:Capital market LCSH:Banks and banking, International LCSH:Banking law |
| 分 類 | LCC:HG3881 |
| 書誌ID | 1000056278 |
| ISBN | 1853337676 |
| NCID | BA20077497 |
| 巻冊次 | ISBN:1853337676 |
| 登録日 | 2009.09.10 |
| 更新日 | 2009.09.10 |