Currency and interest rate hedging : a user's guide to options, futures, swaps, & forward contracts

書誌事項

Currency and interest rate hedging : a user's guide to options, futures, swaps, & forward contracts

Torben Juul Andersen

New York Institute of Finance, c1993

2nd ed

大学図書館所蔵 件 / 8

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注記

Includes and index

内容説明・目次

内容説明

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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