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Interest Rate and Currency Swaps : The Markets, Products and Applications

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This book provides a simple and direct treatment of swaps for both investors and finance professionals.

Topics include: Swap pricing; Interest rate risk characteristics in swaps; Off-market swaps, zero coupon swaps, basis swaps, forward swaps; Swap spreads, currency swaps, swap derivatives.

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Product Details
1557384681 / 9781557384683
Hardback
332.645
01/11/1993
United States
225 pages
590 grams
Professional & Vocational/Postgraduate, Research & Scholarly/Undergraduate Learn More