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This monograph addresses the return side of the decision to use interest rate swaps or other interest-rate-contingent claims. Because the economic costs of decisions related to a company's policies toward debt maturities are important to stock price performance, the analysis in this monograph has practical implications for investment analysts. Brooks demonstrates how an at-the-market swap with a risk premium can have a significant impact on the expected return from using the swap.
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Add Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps, This monograph addresses the return side of the decision to use interest rate swaps or other interest-rate-contingent claims. Because the economic costs of decisions related to a company's policies toward debt maturities are important to stock price perfo, Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps to the inventory that you are selling on WonderClubX
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Add Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps, This monograph addresses the return side of the decision to use interest rate swaps or other interest-rate-contingent claims. Because the economic costs of decisions related to a company's policies toward debt maturities are important to stock price perfo, Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps to your collection on WonderClub |