The Valuation of US Dollar Interest Rate Swaps

The Valuation of US Dollar Interest Rate Swaps
Author :
Publisher :
Total Pages : 52
Release :
ISBN-10 : STANFORD:36105008651171
ISBN-13 :
Rating : 4/5 (71 Downloads)

Book Synopsis The Valuation of US Dollar Interest Rate Swaps by : Julian Alworth

Download or read book The Valuation of US Dollar Interest Rate Swaps written by Julian Alworth and published by . This book was released on 1993 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:


The Valuation of US Dollar Interest Rate Swaps Related Books

The Valuation of US Dollar Interest Rate Swaps
Language: en
Pages: 52
Authors: Julian Alworth
Categories: Dollar, American
Type: BOOK - Published: 1993 - Publisher:

DOWNLOAD EBOOK

Covered Interest Parity Deviations: Macrofinancial Determinants
Language: en
Pages: 36
Authors: Mr.Eugenio M Cerutti
Categories: Business & Economics
Type: BOOK - Published: 2019-01-16 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP) appeared to hold quite closely—even as a broad macroeconomic re
What Determines U.S. Swap Spreads?
Language: en
Pages: 64
Authors: Ádám Kóbor
Categories: Business & Economics
Type: BOOK - Published: 2005 - Publisher: World Bank Publications

DOWNLOAD EBOOK

References p. 45-47.
Bond Math
Language: en
Pages: 288
Authors: Donald J. Smith
Categories: Business & Economics
Type: BOOK - Published: 2011-07-05 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A guide to the theory behind bond math formulas Bond Math explores the ideas and assumptions behind commonly used statistics on risk and return for individual b
FX Swaps
Language: en
Pages: 47
Authors: Ms.Li L. Ong
Categories: Business & Economics
Type: BOOK - Published: 2010-03-01 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

The proliferation of foreign exchange (FX) swaps as a source of funding and as a hedging tool has focused attention on the role of the FX swap market in the rec