The Swaps Market - Couverture souple

Kapner, John; Marshall, Kenneth

Couverture souple

ISBN 10 : 1878975161 ISBN 13 : 9781878975164

Editeur : Blackwell Publishers, 1995

Synopsis

This fully revised and expanded text provides a thorough overview of the $4 trillion swaps market, and is useful as a supplement in any number of courses that cover derivatives and/or financial engineering. Chapters cover the following topics: an overview and brief history of the swaps market; the generic swap structure; interest rate swaps; currency swaps; commodity swaps and equity swaps; structured solutions; financial engineering; the pricing of interest rate swaps; managing a swap portfolio; hedging; business cycle risk - the next major wave in derivatives? An instructor's manual is available to adopters.

Détails de l'édition

• Éditeur: Blackwell Publishers
• Date d'édition: 1995
• Langue: anglais
• ISBN 10: 1878975161
• ISBN 13: 9781878975164
• Reliure: Broché
• Numéro d'édition: 2
• Nombre de pages: 258
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible