Currency and Interest Rate Hedging: A User's Guide to Options, Futures, Swaps, & Forward Contracts - Couverture rigide

Andersen

 
9780132261012: Currency and Interest Rate Hedging: A User's Guide to Options, Futures, Swaps, & Forward Contracts

Synopsis

This is an updated and revised guide to currency and interest-rate hedging strategies and the conditions under which they can be used effectively. Taking into account market developments, it features chapters on interest-rate and currency swaps, as well as comparitive analysis. The text also discusses instruments such as CAPs, LEAPs, FLEXes, par forwards, range forwards, cylinder options, FSAs, scale down floors, captions, swaptions and a variety of product enhancements.

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