Interest Rate Spreads Analysis : Tools for Managing and Reducing Rate Exposure

Title: Interest Rate Spreads Analysis : Tools for Managing and Reducing Rate Exposure
Author: Citicorp
ISBN: 1557384800 / 9781557384805
Format: Hard Cover
Pages: 200
Publisher: Probus Publishing
Year: 1993
Availability: In Stock

Tab Article

Preface
Instrument Description
Methodology of Computation

Spreads Analysis
Section 1 : Absolute Rate Levels
Section 2 : LIBOR Based Spreads
Section 3 : Other Money Market Indices
Section 4 : Treasury Based Spreads
Section 5 : Other Non-Money Market Spreads