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Biblio http://www.investopedia.com/articles/optioninvestor/08/manage-interest-raterisk.asp#axzz1oLJLIXTK http://en.wikipedia.org/wiki/Interest_rate_risk http://en.wikipedia.

org/wiki/Floating_interest_rate

http://www.fsa.gov.uk/pubs/other/turner_review.pdf

http://www.federalreserve.gov/pubs/bulletin/1996/296lead.pdf

http://www.money-zine.com/Investing/Investing/Collateralized-Mortgage-Obligations/

http://www.bis.org/publ/qtrpdf/r_qt0212g.pdf

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