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Interest Rate and Currency Swaps Keith Brown

Interest Rate and Currency Swaps By Keith Brown

Interest Rate and Currency Swaps by Keith Brown


Summary

This volume offers a discussion of two 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.

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Interest Rate and Currency Swaps Summary

Interest Rate and Currency Swaps: A Tutorial by Keith Brown

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.

Table of Contents

Acknowledgments. Foreword. 1. Overview of the Swap Market. 2. Economic Interpretations of a Swap Contract. 3. Swap Applications. 4. Pricing Interest Rate and Currency Swaps. 5. The Risks in Swap Contracting. 6. Swap Design Variations and Extensions. Appendix: Calculation of the Macaulay Duration Statistic. Glossary of Swap Terminology. Selected AIMR Publications.

Additional information

CIN0943205328G
9780943205328
0943205328
Interest Rate and Currency Swaps: A Tutorial by Keith Brown
Used - Good
Paperback
Research Foundation of the Association for Investment Management & Research
2000-02-01
138
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us

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