Interest Rate Risk Management (Part 1)

Author: Coyle
Publisher:
Publish Date: 2003-09-01
Features: This book is divided into two volumes, containing a total of six parts. The upper volume includes the money market, an introduction to interest rate risk, forward rate agreements, and interest rate futures; the lower volume covers interest rate options, interest rate swaps, and hedging interest rate risk. The "Money Market" section introduces the types of money markets, trading instruments, market participants, and the basic process of trading operations, outlining the fundamental framework of the markets and tools involved in interest rate risk management. It provides readers with a relatively in-depth understanding of the tools and markets related to interest rate risk management.