Interest rate and currency swaps: a tutorial /
Keith C. Brown, Donald J. Smith
- Charlottesville : Research Foundation of the Institute of Chartered Financial Analysts, 1995
- 136 páginas : ilustraciones y gráficas a blanco y negro ; 28 cm.
Incluye glosario.
Bibliografía: páginas 127-130
Overview of the Swap Market -- Economic Interpretations of a Swap Contract -- Swap Applications -- Pricing Interest Rate and Currency Swaps -- The Risks in Swap Contracting -- Swap Design Variations and Extensions