INTEREST RATE AND CURRENCY SWAPS

BROWN K.

wydawnictwo: BLACWELL/AIMR , rok wydania 0000, wydanie I

cena netto: ~~175.00~~ Twoja cena 166,25 zł + 5% vat - dodaj do koszyka

Interest Rate and Currency Swaps: A Tutorial is a thorough discussion of two useful and widely used forms of derivatives-interest rate and currency swaps. The authors provide 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, and the book contains a comprehensive bibliography.

Acknowledgments.
Foreword.
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.
Selected AIMR Publications.

134 pages

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INTEREST RATE AND CURRENCY SWAPS

BROWN K.

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