Understanding SwapsISBN: 978-0-471-30827-0
Hardcover
288 pages
November 1993
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An Overview and Brief History of the Swaps Markets.
The Generic Swap Structure.
Interest Rate Swaps.
Currency Swaps.
Commodity Swaps and Equity Swaps.
Swaps, Structured Solutions, and Financial Engineering.
The Pricing of Interest Rate Swaps.
Managing a Swap Portfolio.
Hedging Business Cycle Risk: The Next Major Wave inDerivatives?.
Glosssary.
Answers to Review Questions.
Index.
The Generic Swap Structure.
Interest Rate Swaps.
Currency Swaps.
Commodity Swaps and Equity Swaps.
Swaps, Structured Solutions, and Financial Engineering.
The Pricing of Interest Rate Swaps.
Managing a Swap Portfolio.
Hedging Business Cycle Risk: The Next Major Wave inDerivatives?.
Glosssary.
Answers to Review Questions.
Index.