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Interest Rate & Currency Swaps: The Markets, Products and Applications
Interest Rate Currency Swaps The Markets Products and Applications
Author: Ravi E. Dattatreya, Raj E. S. Venkatesh, Vijaya E. Venkatesh
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.
ISBN-13: 9781557384683
ISBN-10: 1557384681
Pages: 232
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Publisher: Probus Publishing Co.
Book Type: Hardcover
Members Wishing: 0
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