Brown, Keith C.,

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



0943205328


Swaps de divisas
Futuros de tipos de interés

332.6323 / / B877i