Read Interest Rate and Currency Swaps: A Tutorial

Interest Rate and Currency Swaps: A Tutorial

Unknown Author

4.9/5 (29169 ratings)

Description:Offering a thorough discussion of two useful and widely used forms of derivatives--interest rate and currency swaps, this book provides step-by-step instructions and real-life examples of how to use the swaps. Exercises (and solutions) after each chapter permit readers to learn by doing. Includes an extensive bibliography.Contents: 1. Overview of the Swap Market. 2. Economic Interpretations of a Swap Contract. 3. Swap Applications. 4. Pricing Interest Rate and Currency Swaps. 5. The Risks in Swap Contracting. 6. Swap Design Variations and Extensions. Appendix: - Calculation of the Macaulay Duration Statistic. - Glossary of Swap Terminology.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Interest Rate and Currency Swaps: A Tutorial. To get started finding Interest Rate and Currency Swaps: A Tutorial, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Pages: 138

Format: PDF, EPUB & Kindle Edition

Publisher: —

Release: —

ISBN: 0943205328

Description: Offering a thorough discussion of two useful and widely used forms of derivatives--interest rate and currency swaps, this book provides step-by-step instructions and real-life examples of how to use the swaps. Exercises (and solutions) after each chapter permit readers to learn by doing. Includes an extensive bibliography.Contents: 1. Overview of the Swap Market. 2. Economic Interpretations of a Swap Contract. 3. Swap Applications. 4. Pricing Interest Rate and Currency Swaps. 5. The Risks in Swap Contracting. 6. Swap Design Variations and Extensions. Appendix: - Calculation of the Macaulay Duration Statistic. - Glossary of Swap Terminology.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Interest Rate and Currency Swaps: A Tutorial. To get started finding Interest Rate and Currency Swaps: A Tutorial, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Special Offer | $0.00

Special Offer! | $0.00

Interest Rate and Currency Swaps: A Tutorial

Interest Rate and Currency Swaps: A Tutorial

More Books