By Frank J. Fabozzi
John Wiley & Sons, Inc.
Money Market Calculations
U.S. Treasury Bills
Corporate Obligations: Commercial Paper and Medium-Term Notes
Debt Obligations of Financial Institutions
Repurchase and Reverse Repurchase Agreements
Short-Term Mortgage-Backed Securities
Short-Term Asset-Backed Securities
Futures and Forward Rate Agreements
Swaps and Caps/Floors
Asset and Liability Management
Bank Regulatory Capital
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