Interest-Rate Swaps
A comprehensive guide to one
of the most important aspects of financial planning, this newly updated version of
Interest-Rate Swaps begins with an introduction to the basics of this intricate subject,
and reveals, in easy-to-follow stages, the subject's complexities in a straightforward and
digestible form. By addressing the reasons why swaps have become such an important
instrument in the management of business assets and liabilities, Interest-Rate Swaps sets
the context in which variations such as callable, coupon, and generic swaps may be set in
their correct context. Subjects defined, examined, and resolved with the assistance of
examples, notes, analyses and exercises, include every combination from plain vanilla to
multi-legged and other exotic swaps options.
This edition is designed to
appeal to students as well as to those seeking more thorough insights into subjects such
as the role of banks in swaps, their administration, matched swap payments, asset swaps
and non-generic swaps. The clearly set out methods of application and the likely trading
outcome of all aspects of swaps, provides an extra dimension to the learning process and
reinforces the structured approach that has become a hallmark of this tresearched and
thoroughly documented series.
The Risk Management Series
has been designed as a comprehensive library covering major areas of banking and corporate
operational risk. Each text introduces the key concepts and, by example, illustrates how
these work in the modern international business environment.
The result of two years
continuous planning and re-drafting, The Risk Management Series is thoroughly up to date
and written by experienced practitioners and training professionals.
The 28 books cover 6 broad
areas of risk management:
Cash Flow (3 titles)
Credit Risk (3 titles)
Corporate Finance (4 titles)
Currency Risk (6 titles)
Debt & Equity Markets (6
titles)
Interest-Rate Risk (6
titles)
Each title adopts a clear and
practical approach to their subject and will prove useful to practitioners, invaluable to
students and any trainer.
150 pages