1993•Unpublished venueRequires access

Interest Rate & Currency Swaps: The Markets, Products and Applications

Ravi E. Dattatreya, Raj E. S. Venkatesh, Vijaya E. Venkatesh

Abstract

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.

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Available abstract

Key concepts: Interest rate swap, Swap (finance), Foreign exchange swap, Interest rate derivative, Business, Currency, Variance swap, Financial economics