The Resource Interest rate swaps, edited by Carl R. Beidleman

Interest rate swaps, edited by Carl R. Beidleman

Label
Interest rate swaps
Title
Interest rate swaps
Statement of responsibility
edited by Carl R. Beidleman
Contributor
Subject
Language
eng
Cataloging source
DLC
Illustrations
illustrations
Index
index present
LC call number
HG3853
LC item number
.B45 1990
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Beidleman, Carl R
  • Beidleman, Carl R
http://library.link/vocab/subjectName
  • Foreign exchange futures
  • Interest rate swaps
  • Foreign exchange futures
  • Interest rate swaps
  • Change à terme
  • Taux d'intérêt
  • Swaps (finances)
  • risque de change
  • Zinsswap
Label
Interest rate swaps, edited by Carl R. Beidleman
Instantiates
Publication
Note
Rev. ed. of: Financial swaps / Carl R. Beidleman. c1985
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Part 1: Generic interest rate swaps -- 1. The role of interest rate swaps in managing cash flows / Carl R. Beidleman -- 2. The place of interest rate swaps in financial markets / George Handjinicolaou -- 3. Plain vanilla swaps: market structures, applications, and credit risk / Keith C. Brown and Donald J. Smith -- 4. The development and standardization of the swap market / James E. McNulty and Sharon L. Steiber -- 5. Variations to basic swaps / Jeffry P. Brown -- 6. Interest rate swaps: an alternative explanation / Marcelle Arak, ... [et al.] -- Part 2: Applications of swaps -- 7. Capital market applications of interest rate swaps / Laurie S. Goodman -- 8. Asset based interest rate swaps / Suresh E. Krushnan -- 9. Swaptions applications / Paul G. Cuccjissi and Reto M. Tuffli -- 10. Non-U.S. dollar interest rate swaps / Victoria Lasseter -- Part 3: Valuation of swaps -- 11. The interest rate swap market: yield mathematics, terminology and conventions / John Macfarlane, Daniel R. Ross and Janet Showers -- 12. Interest rate swap valuation / Benjamin Iben -- 13. What drives interest rate swap spreads? / Ellen Evans and gioia Parente Bales -- 14. The duration of a swap / Laurie S. Goodman -- Part 4: Conceptual relationships -- 15. The portfolio approach to swaps management / Lee M. Wakeman -- 16. integrating interest rate derivative products / Lee M. Wakeman and Reto M. Tuffli -- 17. Linkages between interest rate swaps and cross-currency swaps / Carl A. Batlin -- 18. Swap rationalization: equivalence of short-date and long-date interest rate swap strategies / Samuel C. Weaver -- 19. A swap alternative: Eurodollar strips / Ira B. Kawaller -- Part 5: Peripheral issues -- 20. Interest rate swap credit exposure and capital requirements / Larry D. Wall, John J. Pringle and James E. McNulty -- 21. Assessing default risk in interest rate swaps / Frederick Choi -- 23. Mark-to-market vs. accrual accounting for interest rate swaps / Keat Lee and Ian Mordue -- 24. Innovations, new dimensions, and outlook for interest rate swaps / Carl R. Beidleman
Dimensions
24 cm
Extent
xxiii, 518 pages
Isbn
9781556232077
Lccn
90033697
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
  • (OCoLC)21329700
  • (OCoLC)ocm21329700
Label
Interest rate swaps, edited by Carl R. Beidleman
Publication
Note
Rev. ed. of: Financial swaps / Carl R. Beidleman. c1985
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Part 1: Generic interest rate swaps -- 1. The role of interest rate swaps in managing cash flows / Carl R. Beidleman -- 2. The place of interest rate swaps in financial markets / George Handjinicolaou -- 3. Plain vanilla swaps: market structures, applications, and credit risk / Keith C. Brown and Donald J. Smith -- 4. The development and standardization of the swap market / James E. McNulty and Sharon L. Steiber -- 5. Variations to basic swaps / Jeffry P. Brown -- 6. Interest rate swaps: an alternative explanation / Marcelle Arak, ... [et al.] -- Part 2: Applications of swaps -- 7. Capital market applications of interest rate swaps / Laurie S. Goodman -- 8. Asset based interest rate swaps / Suresh E. Krushnan -- 9. Swaptions applications / Paul G. Cuccjissi and Reto M. Tuffli -- 10. Non-U.S. dollar interest rate swaps / Victoria Lasseter -- Part 3: Valuation of swaps -- 11. The interest rate swap market: yield mathematics, terminology and conventions / John Macfarlane, Daniel R. Ross and Janet Showers -- 12. Interest rate swap valuation / Benjamin Iben -- 13. What drives interest rate swap spreads? / Ellen Evans and gioia Parente Bales -- 14. The duration of a swap / Laurie S. Goodman -- Part 4: Conceptual relationships -- 15. The portfolio approach to swaps management / Lee M. Wakeman -- 16. integrating interest rate derivative products / Lee M. Wakeman and Reto M. Tuffli -- 17. Linkages between interest rate swaps and cross-currency swaps / Carl A. Batlin -- 18. Swap rationalization: equivalence of short-date and long-date interest rate swap strategies / Samuel C. Weaver -- 19. A swap alternative: Eurodollar strips / Ira B. Kawaller -- Part 5: Peripheral issues -- 20. Interest rate swap credit exposure and capital requirements / Larry D. Wall, John J. Pringle and James E. McNulty -- 21. Assessing default risk in interest rate swaps / Frederick Choi -- 23. Mark-to-market vs. accrual accounting for interest rate swaps / Keat Lee and Ian Mordue -- 24. Innovations, new dimensions, and outlook for interest rate swaps / Carl R. Beidleman
Dimensions
24 cm
Extent
xxiii, 518 pages
Isbn
9781556232077
Lccn
90033697
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
  • (OCoLC)21329700
  • (OCoLC)ocm21329700

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