This is an updated and revised guide to currency and interest-rate hedging strategies and the conditions under which they can be used effectively. Taking into account market developments, it features chapters on interest-rate and currency swaps, as well as comparitive analysis. The text also discusses instruments such as CAPs, LEAPs, FLEXes, par forwards, range forwards, cylinder options, FSAs, scale down floors, captions, swaptions and a variety of product enhancements.
- ISBN10 0132261014
- ISBN13 9780132261012
- Publish Date 1 November 1993
- Publish Status Out of Print
- Out of Print 4 July 2000
- Publish Country US
- Imprint Prentice Hall
- Edition 2nd edition
- Format Hardcover
- Pages 400
- Language English