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Understanding Swaps Book

Understanding Swaps
Understanding Swaps, From plain vanilla swaps to swaptions to circus swaps-here's the most comprehensive, practical introduction to the global world of swaps Understanding Swaps Financial personnel, corporate treasurers and professional cash managers seeking a practical, hand, Understanding Swaps has a rating of 3.5 stars
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Understanding Swaps, From plain vanilla swaps to swaptions to circus swaps-here's the most comprehensive, practical introduction to the global world of swaps Understanding Swaps Financial personnel, corporate treasurers and professional cash managers seeking a practical, hand, Understanding Swaps
3.5 out of 5 stars based on 2 reviews
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  • Understanding Swaps
  • Written by author John F. Marshall
  • Published by Wiley, John & Sons, Incorporated, November 1993
  • From plain vanilla swaps to swaptions to circus swaps-here's the most comprehensive, practical introduction to the global world of swaps Understanding Swaps Financial personnel, corporate treasurers and professional cash managers seeking a practical, hand
  • From plain vanilla swaps to swaptions to circus swaps here s the most comprehensive, practical introduction to the global world of swaps Understanding Swaps Financial personnel, corporate treasurers and professional cash managers seeking a practical, hand
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Book Categories

Authors

1An Overview and Brief History of the Swaps Markets1
2The Generic Swap Structure27
3Interest Rate Swaps47
4Currency Swaps79
5Commodity Swaps and Equity Swaps105
6Swaps, Structured Solutions, and Financial Engineering117
7The Pricing of Interest Rate Swaps143
8Managing a Swap Portfolio173
9Hedging Business Cycle Risk: The Next Major Wave in Derivatives?207
Glossary219
Answers to Review Questions235
Index263


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