Currency and interest rate hedging : a user's guide to options, futures, swaps, and forward contracts /

by Andersen, Torben Juul
Published 1987

Derivative credit risk : advances in measurement and management /

Published 1995

Examining the expectations hypothesis of the term structure of interest rates and the predictive power of the term spread on future economic activity in New Zealand : a thesis subm...

by Wu, Guo Jian
Published 2009

How to use interest rate futures contracts /

by Schwarz, Edward W., 1929-
Published 1979

Interest rate futures /

by Loosigian, Allan M., 1938-
Published 1980

Interest rate futures markets and capital market theory : theoretical concepts and empirical evidence /

by Kobold, Klaus
Published 1986

Interest-rate option models : understanding, analysing and using models for exotic interest-rate options /

by Rebonato, Riccardo
Published 1996

The LIBOR market model in practice

by Gatarek, Dariusz
Published 2006

Modelling fixed income securities and interest rate options /

by Jarrow, Robert A.
Published 1996

Swaps and financial derivatives : the global reference to products, pricing, applications and markets /

by Das, Satyajit
Published 1994

Swaps and other derivatives in ...

Taxation of new financial instruments.

Published 1994