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Advanced Interest Rate and Currency Swaps : State-of-the-Art Products, Strategies and Risk Management Applications Book

Advanced Interest Rate and Currency Swaps : State-of-the-Art Products, Strategies and Risk Management Applications
Advanced Interest Rate and Currency Swaps : State-of-the-Art Products, Strategies and Risk Management Applications, This book analyzes and integrates the latest developments in this rapidly changing fields. Chapters by financial officers at major corporations such as Rolls Royce, PepsiCo, United Technology and Siemens Electronics further enhance the value of this truly, Advanced Interest Rate and Currency Swaps : State-of-the-Art Products, Strategies and Risk Management Applications has a rating of 3.5 stars
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Advanced Interest Rate and Currency Swaps : State-of-the-Art Products, Strategies and Risk Management Applications, This book analyzes and integrates the latest developments in this rapidly changing fields. Chapters by financial officers at major corporations such as Rolls Royce, PepsiCo, United Technology and Siemens Electronics further enhance the value of this truly, Advanced Interest Rate and Currency Swaps : State-of-the-Art Products, Strategies and Risk Management Applications
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  • Advanced Interest Rate and Currency Swaps : State-of-the-Art Products, Strategies and Risk Management Applications
  • Written by author Ravi E. Dattatreya, Kensuke Hotta
  • Published by Irwin Professional Publishing, 1993/06/01
  • This book analyzes and integrates the latest developments in this rapidly changing fields. Chapters by financial officers at major corporations such as Rolls Royce, PepsiCo, United Technology and Siemens Electronics further enhance the value of this truly
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Preface
1 Portfolio Approach to Credit Risk Evaluation 3
2 Differential Swaps 25
3 Indexed Amortizing Swaps 53
4 Index Amortization Swaps and Notes 69
5 Exotic Options 81
6 Fixed-Income Hybrid and Synthetic Securities 171
7 Corporate Exposure Management: An Alternative Approach 191
8 Interest Rate Risk Management: The Risk Point Method 219
9 Primitive Securities: Portfolio Building Blocks 247
10 Managing Illiquid Bonds and the Linear Path Space 273
11 Street Myths about Customers and Customer Myths about the Street 305
12 Soda, Snacks, and Swaps: Use of Derivatives at PepsiCo, Inc. 319
13 Using Derivative Products to Manage the Risk and Return of Life Insurance Companies 339
14 Structured MTNs: Adding Value Using Embedded Derivatives 363
15 Applications of Index Amortization Swaps 381
16 Synthetic Portfolio Management in a U.S. Pension Fund 397
17 Financial Risk Management for Developing Countries: IFC's Role 417
18 Derivatives and the World Bank 429
19 Derivative Financial Instruments: Development and Use at VIAG's Treasury 435
20 Asset and Liability Management in Building Societies: Successfully Using Off Balance Sheet Products 447
Index 463


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Advanced Interest Rate and Currency Swaps : State-of-the-Art Products, Strategies and Risk Management Applications, This book analyzes and integrates the latest developments in this rapidly changing fields. Chapters by financial officers at major corporations such as Rolls Royce, PepsiCo, United Technology and Siemens Electronics further enhance the value of this truly, Advanced Interest Rate and Currency Swaps : State-of-the-Art Products, Strategies and Risk Management Applications

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Advanced Interest Rate and Currency Swaps : State-of-the-Art Products, Strategies and Risk Management Applications, This book analyzes and integrates the latest developments in this rapidly changing fields. Chapters by financial officers at major corporations such as Rolls Royce, PepsiCo, United Technology and Siemens Electronics further enhance the value of this truly, Advanced Interest Rate and Currency Swaps : State-of-the-Art Products, Strategies and Risk Management Applications

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Advanced Interest Rate and Currency Swaps : State-of-the-Art Products, Strategies and Risk Management Applications, This book analyzes and integrates the latest developments in this rapidly changing fields. Chapters by financial officers at major corporations such as Rolls Royce, PepsiCo, United Technology and Siemens Electronics further enhance the value of this truly, Advanced Interest Rate and Currency Swaps : State-of-the-Art Products, Strategies and Risk Management Applications

Advanced Interest Rate and Currency Swaps : State-of-the-Art Products, Strategies and Risk Management Applications

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