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Interest Rate & Currency Swaps: The Markets, Products and Applications

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This book provides a simple and direct treatment of swaps for both investors and finance professionals. Topics include: Swap pricing; Interest rate risk characteristics in swaps; Off-market swaps, zero coupon swaps, basis swaps, forward swaps; Swap spreads, currency swaps, swap derivatives.

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Interest Rate & Currency Swaps: The Markets, Products and Applications 1993, Probus Publishing Co., Chicago, IL

ISBN-13: 9781557384683

Hardcover