Interest rate & currency swaps : the markets, products and applications

Author(s)

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

Bibliographic Information

Interest rate & currency swaps : the markets, products and applications

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

Probus Pub. Co., c1994

Other Title

Interest rate and currency swaps

Description and Table of Contents

Description

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.

by "Nielsen BookData"

Details

• NCID: BA25104917
• ISBN:
  • 1557384681
• LCCN: 94142620
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chicago, Ill.
• Pages/Volumes: xvii, 232 p.
• Size: 24 cm
• Classification:
  • NDC9 : 338.1
  • LCC : HG3853
• Subject Headings:
  • LCSH : Swaps (Finance) -- United States
  • LCSH : Foreign exchange futures -- United States
  • LCSH : Interest rate futures -- United States
  • LCSH : Hedging (Finance) -- United States