Trading Books » Swaps Trading » Interest Rate Swaps: Valuation, Trading, And Processing
Interest Rate Swaps: Valuation, Trading, And Processing
Nasser Saber
Irwin Professional Pub, 1993, Hardcover, 324 pages, ISBN 1556236557
An in-depth guide to the intricate details of managing these potentially lucrative instruments, with special emphasis on accounting and taxation, credit risk and capital adequacy requirements, and other operations functions. Includes numerous examples of applications such as: Using swaps to defer taxes; Diversify a portfolio; Obtain cheaper funds; Create forward covers. (Amazon.com)
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