| Description |
xvi, 270 pages : illustrations ; 24 cm |
| Series |
Wiley finance editions |
|
Wiley finance editions.
|
| Contents |
1. An Overview and Brief History of the Swaps Markets -- 2. The Generic Swap Structure -- 3. Interest Rate Swaps -- 4. Currency Swaps -- 5. Commodity Swaps and Equity Swaps -- 6. Swaps, Structured Solutions, and Financial Engineering -- 7. The Pricing of Interest Rate Swaps -- 8. Managing a Swap Portfolio -- 9. Hedging Business Cycle Risk: The Next Major Wave in Derivatives? |
| Analysis |
Foreign exchange |
|
Foreign exchange |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Swaps (Finance)
|
| Author |
Kapner, Kenneth R.
|
| LC no. |
93023846 |
| ISBN |
0471308277 (alk. paper) |
|
