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

著者

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

書誌事項

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

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

Probus Pub. Co., c1994

タイトル別名

Interest rate and currency swaps

内容説明・目次

内容説明

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.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA25104917
• ISBN:
  • 1557384681
• LCCN: 94142620
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Chicago, Ill.
• ページ数/冊数: xvii, 232 p.
• 大きさ: 24 cm
• 分類:
  • NDC9 : 338.1
  • LCC : HG3853
• 件名:
  • LCSH : Swaps (Finance) -- United States
  • LCSH : Foreign exchange futures -- United States
  • LCSH : Interest rate futures -- United States
  • LCSH : Hedging (Finance) -- United States