Trading Books » Swaps Trading » Advanced Interest Rate And Currency Swaps: State-of-the-Art Products, Strategies & Risk Management Applications
Advanced Interest Rate And Currency Swaps: State-of-the-Art Products, Strategies & Risk Management Applications
Ravi E. Dattatreya
McGraw-Hill Companies, 1993, Hardcover, 450 pages, ISBN 1557384444

This book analyzes and integrates the latest developments in this rapidly changing fields. Chapters by financial officers at major corporations such as Rolls Royce, PepsiCo, United Technology and Siemens Electronics further enhance the value of this truly unique book. Topics include: New products, such as indexed and cross-rate swaps; Managing swap credit risk; Liability hedging using swaps; Risk management at major corporations; Financial risk management for developing countries. (Amazon.com)
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