Mary S. Ludwig
Abstract
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. Speculation. Other Derivative Products. Other Types of Interest Rate SWAPS. Other Types of SWAPS. Future of the SWAP Market.
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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. Speculation. Other Derivative Products. Other Types of Interest Rate SWAPS. Other Types of SWAPS. Future of the SWAP Market.
Key concepts: Interest rate swap, Swap (finance), Foreign exchange swap, Variance swap, Interest rate derivative, Speculation, Commodity swap, Business