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.
- ISBN13 9781557384683
- Publish Date 30 November 1993
- Publish Status Out of Print
- Out of Print 23 April 1999
- Publish Country US
- Publisher McGraw-Hill Education - Europe
- Imprint Irwin Professional Publishing
- Format Hardcover
- Pages 225
- Language English