Forward-interest-rate Books

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Forward-interest-rate Books sorted by Average customer review: high to low .

Currency and Interest Rate Hedging: A User's Guide to Options, Futures, Swaps, and Forward Contracts (New York Institute of Finance, Second Edition)

Published in Hardcover by New York Institute of Finance (1993-10)

Author: Torben Juul Andersen

List price: $49.95

Used price: $60.91

Average review score:

excellent non-mathematical primer

Helpful Votes: 0 out of 0 total.
Review Date: 2003-09-21

I work in the securities industry, and this book accurately described the markets and products without the detailed mathematics. I would recommend this book as a first reading before the Hull and White book which is much more mathematical.

Too bad it's out of print. I'd like everyone in my group to have a copy.

perfect for practical use

Helpful Votes: 8 out of 8 total.
Review Date: 2000-08-17

I consider the book a perfect guide written by a professional for professionals. If you are looking for scientific completeness and complication, go somewhere else. If you are looking for a competent down-to-earth reference, this is your book. I wonder when the third edition of this valuable tool will be published.

Arbitrage-free discretization of lognormal forward libor and swap rate models (PaineWebber working paper series in money, economics and finance)

Published in Unknown Binding by Columbia Business School, Columbia University (1998)

Author: Paul Glasserman

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Capacity constraints, inflation and the transmission mechanism: Forward-looking versus myopic policy rules (IMF working paper)

Published in Unknown Binding by International Monetary Fund (1995)

Author: Peter B Clark

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Co-integrating currencies and yield differentials [An article from: Review of Financial Economics]

Published in Digital by Elsevier ()

Author: A.C. Inci

List price: $8.95

New price: $8.95

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

Published in Paperback by New York Institute of Finance (1987)

Author: Torben Juul Andersen

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International parity relationships and tests for risk premia in forward foreign exchange rates (Discussion paper / Indiana Center for Global Business)

Published in Unknown Binding by Indiana Center for Global Business, School of Business, Indiana University (1991)

Author: Bruce G Resnick

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The effectiveness of rolling the hedge forward in the interest rate futures market (Working paper - Graduate School of Business, University of Texas at Austin ; 80-10)

Published in Unknown Binding by Graduate School of Business, University of Texas at Austin : distribute by Bureau of Business Research, University of Texas at Austin (1980)

Author: Charles T Franckle

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Estimating and interpreting forward interest rates: Sweden, 1992-1994 (NBER working paper series)

Published in Unknown Binding by National Bureau of Economic Research (1994)

Author: Lars E. O Svensson

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Existenz und Handelbarkeit eines Forward Interest Rate Bias

Published in Paperback by Facultas Universitätsverlag (2007-01-01)

Author: Jürgen Minarik

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Explaining forward exchange bias ... intraday (NBER working paper series)

Published in Unknown Binding by National Bureau of Economic Research (1994)

Author: Richard K Lyons

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Financial-Book-Review-->Foreign-public-borrower-->Forward-interest-rate
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