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Interest Rate Swaps: Valuation, Trading, and Processing
Interest Rate Swaps Valuation Trading and Processing Author:Nasser Saber, Nasser Saber An in-depth guide to the intricate details of managing these potentially lucrative instruments, with special emphasis on accounting and taxation, credit risk and capital adequacy requirements, and other operations functions. Includes numerous examples of applications such as: Using swaps to defer taxes; Diversify a portfolio; Obtain cheaper fund... more »s; Create forward covers.« less