Advanced Interest Rate and Currency Swaps
Title | Advanced Interest Rate and Currency Swaps PDF eBook |
Author | Ravi E. Dattatreya |
Publisher | McGraw-Hill Companies |
Total Pages | 504 |
Release | 1994 |
Genre | Business & Economics |
ISBN |
This book analyzes and integrates the latest developments in this rapidly changing fields. Chapters by financial officers at major corporations such as Rolls Royce, PepsiCo, United Technology and Siemens Electronics further enhance the value of this truly unique book. Topics include: New products, such as indexed and cross-rate swaps; Managing swap credit risk; Liability hedging using swaps; Risk management at major corporations; Financial risk management for developing countries.
Interest Rate and Currency Swaps
Title | Interest Rate and Currency Swaps PDF eBook |
Author | Keith Brown |
Publisher | Wiley |
Total Pages | 138 |
Release | 2000-04-14 |
Genre | Business & Economics |
ISBN | 9780943205328 |
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.
Interest Rate & Currency Swaps
Title | Interest Rate & Currency Swaps PDF eBook |
Author | Ravi E. Dattatreya |
Publisher | Irwin Professional Publishing |
Total Pages | 264 |
Release | 1994 |
Genre | Business & Economics |
ISBN |
"The swap market has revolutionized the world of finance. No other instrument provides such flexibility in managing the risk of assets and liabilities. Indeed, swaps simply have no equal as financing and risk-management tools." "The growth of the swap market has been phenomenal. After coming into being less than 20 years ago, the notional value of the swap market has expanded to around $3 trillion. Among financial professionals, the influence of the swap market is second only to the Treasury yield curve in importance." "Interest Rate and Currency Swaps explains how swaps work and how they can be applied to a variety of situations. In clear, straightforward language this book describes the structure of swaps from simple to complex, risk and price analysis of swap transactions and hedging principles." "Many corporations use interest rate swaps to borrow at lower costs than they could through more traditional financing means. Similarly, with the globalization of business, currency swaps are frequently used to hedge foreign exchange risk. Indeed, for most large companies and financial institutions, swap transactions have become routine." "As the swap market has grown, so has the complexity of swap instruments. Authors Ravi Dattatreya, Raj Venkatesh and Vijaya Venkatesh describe in detail a variety of swap structures including: off-market swaps, zero coupon swaps, swaps-in-arrears, basis swaps and forward swaps." "In addition, the authors devote considerable attention to asset/liability management through swaps. They describe basic hedging techniques, as well as unveiling a new method for managing yield curve risk. For any financial institution or corporation grappling with interest rate risk, this section alone is well worth the book's price." "Other topics addressed include measuring interest rate risk, multi-currency hedging, arbitrage and speculation, scenario analysis, and Monte Carlo simulation." "Without question, swaps are the single most important finance development in recent years. Interest Rate and Currency Swaps is the definitive source to understand and apply these powerful instruments."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved
Interest Rate Swaps
Title | Interest Rate Swaps PDF eBook |
Author | Carl R. Beidleman |
Publisher | Irwin Professional Publishing |
Total Pages | 550 |
Release | 1991 |
Genre | Business & Economics |
ISBN |
This broad overview of swaps brings you the experience of prominent international authorities who explain how to effectively manage interest rate risk.
Interest Rate and Currency Swaps
Title | Interest Rate and Currency Swaps PDF eBook |
Author | |
Publisher | |
Total Pages | 324 |
Release | 1989 |
Genre | Currency swaps |
ISBN |
Interest Rate and Currency Swaps, 1989
Title | Interest Rate and Currency Swaps, 1989 PDF eBook |
Author | |
Publisher | |
Total Pages | 326 |
Release | 1989 |
Genre | Foreign exchange |
ISBN |
The Use of Interest Rate and Currency Swaps to Manage Interest Rate and Foreign Exchange Risk
Title | The Use of Interest Rate and Currency Swaps to Manage Interest Rate and Foreign Exchange Risk PDF eBook |
Author | Wilhelm Pieter Campe Smith |
Publisher | |
Total Pages | 458 |
Release | 1992 |
Genre | Foreign exchange |
ISBN |