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Understanding Interest Rate Swaps

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ISBN-10: 0070390207

ISBN-13: 9780070390201

Edition: 1993

Authors: Mary S. Ludwig

List price: $61.00
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Book details

List price: $61.00
Copyright year: 1993
Publisher: McGraw-Hill Education
Publication date: 5/22/1993
Binding: Hardcover
Pages: 320
Size: 6.20" wide x 9.20" long x 2.50" tall
Weight: 1.408
Language: English

What is a SWAP? History of the SWAP Market
How Rates are Set
Financial Institutions and Credit
Executing a SWAP
Accounting and Financial Statement Considerations
Unwinding a SWAP
Some Refinements in SWAP Pricing
Hedging vs
Other Derivative Products
Other Types of Interest Rate SWAPS
Other Types of SWAPS
Future of the SWAP Market