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1Interest rate swaps

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Book's cover

“Interest rate swaps” Metadata:

  • Title: Interest rate swaps
  • Author:
  • Language: English
  • Number of Pages: Median: 509
  • Publisher: ➤  McGraw-Hill - Business One Irwin
  • Publish Date:
  • Publish Location: Homewood, Ill

“Interest rate swaps” Subjects and Themes:

Edition Identifiers:

Access and General Info:

  • First Year Published: 1990
  • Is Full Text Available: Yes
  • Is The Book Public: No
  • Access Status: Borrowable

Online Access

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2Interest Rate Swaps

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Book's cover

“Interest Rate Swaps” Metadata:

  • Title: Interest Rate Swaps
  • Author:
  • Language: English
  • Number of Pages: Median: 315
  • Publisher: ➤  Irwin Professional Pub. - Irwin Professional Pub
  • Publish Date:
  • Publish Location: Burr Ridge, Ill

“Interest Rate Swaps” Subjects and Themes:

Edition Identifiers:

Access and General Info:

  • First Year Published: 1993
  • Is Full Text Available: Yes
  • Is The Book Public: No
  • Access Status: Borrowable

Online Access

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3Uses of Interest Rate and Currency Swaps by Financial Managers (Research Monograph)

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Book's cover

“Uses of Interest Rate and Currency Swaps by Financial Managers (Research Monograph)” Metadata:

  • Title: ➤  Uses of Interest Rate and Currency Swaps by Financial Managers (Research Monograph)
  • Author:
  • Number of Pages: Median: 91
  • Publisher: ➤  Cima - Chartered Institute of Management Accountants
  • Publish Date:

“Uses of Interest Rate and Currency Swaps by Financial Managers (Research Monograph)” Subjects and Themes:

Edition Identifiers:

Access and General Info:

  • First Year Published: 1997
  • Is Full Text Available: Yes
  • Is The Book Public: No
  • Access Status: Borrowable

Online Access

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4Reporting interest rate swaps

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Book's cover

“Reporting interest rate swaps” Metadata:

  • Title: Reporting interest rate swaps
  • Author:
  • Language: English
  • Number of Pages: Median: 185
  • Publisher: Garland Pub.
  • Publish Date:
  • Publish Location: New York

“Reporting interest rate swaps” Subjects and Themes:

Edition Identifiers:

Access and General Info:

  • First Year Published: 1994
  • Is Full Text Available: Yes
  • Is The Book Public: No
  • Access Status: Borrowable

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5The valuation of US dollar interest rate swaps

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Book's cover

“The valuation of US dollar interest rate swaps” Metadata:

  • Title: ➤  The valuation of US dollar interest rate swaps
  • Author:
  • Language: English
  • Number of Pages: Median: 45
  • Publisher: ➤  Bank for International Settlements, Monetary and Economic Dept.
  • Publish Date:
  • Publish Location: Basle

“The valuation of US dollar interest rate swaps” Subjects and Themes:

Edition Identifiers:

Access and General Info:

  • First Year Published: 1993
  • Is Full Text Available: Yes
  • Is The Book Public: No
  • Access Status: Borrowable

Online Access

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6Interest rate swaps and other derivatives

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“Interest rate swaps and other derivatives” Metadata:

  • Title: ➤  Interest rate swaps and other derivatives
  • Author:
  • Language: English
  • Publisher: Columbia University Press
  • Publish Date:
  • Publish Location: New York

“Interest rate swaps and other derivatives” Subjects and Themes:

Edition Identifiers:

Access and General Info:

  • First Year Published: 2012
  • Is Full Text Available: No
  • Is The Book Public: No
  • Access Status: No_ebook

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7A simple binomial no-arbitrage model of the term structure

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“A simple binomial no-arbitrage model of the term structure” Metadata:

  • Title: ➤  A simple binomial no-arbitrage model of the term structure
  • Author:
  • Language: English
  • Number of Pages: Median: 65
  • Publisher: ➤  Salomon Brothers Center for the Study of Financial Institutions - New York University Salomon Center, Leonard N. Stern School of Business - New York University Salomon Center, Leonard N. Sterm School of Business
  • Publish Date:
  • Publish Location: New York - New York, N.Y

“A simple binomial no-arbitrage model of the term structure” Subjects and Themes:

Edition Identifiers:

Access and General Info:

  • First Year Published: 1991
  • Is Full Text Available: No
  • Is The Book Public: No
  • Access Status: No_ebook

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8Pricing and Trading Interest Rate Derivatives

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Book's cover

“Pricing and Trading Interest Rate Derivatives” Metadata:

  • Title: ➤  Pricing and Trading Interest Rate Derivatives
  • Author:
  • Number of Pages: Median: 412
  • Publisher: Aitch & Dee Limited
  • Publish Date:

“Pricing and Trading Interest Rate Derivatives” Subjects and Themes:

Edition Identifiers:

Access and General Info:

  • First Year Published: 2017
  • Is Full Text Available: No
  • Is The Book Public: No
  • Access Status: No_ebook

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    9Interest rate swaps and their derivatives

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    Book's cover

    “Interest rate swaps and their derivatives” Metadata:

    • Title: ➤  Interest rate swaps and their derivatives
    • Author:
    • Language: English
    • Number of Pages: Median: 278
    • Publisher: ➤  John Wiley & Sons, Ltd. - Wiley
    • Publish Date:
    • Publish Location: New York - Hoboken, N.J

    “Interest rate swaps and their derivatives” Subjects and Themes:

    Edition Identifiers:

    Access and General Info:

    • First Year Published: 2009
    • Is Full Text Available: Yes
    • Is The Book Public: No
    • Access Status: Printdisabled

    Online Access

    Downloads Are Not Available:

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      10Zinsswaps

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      “Zinsswaps” Metadata:

      • Title: Zinsswaps
      • Author:
      • Language: ger
      • Number of Pages: Median: 257
      • Publisher: ➤  Deutscher Universitäts Verlag - Deutscher Universitätsverlag
      • Publish Date:
      • Publish Location: Wiesbaden

      “Zinsswaps” Subjects and Themes:

      Edition Identifiers:

      Access and General Info:

      • First Year Published: 1996
      • Is Full Text Available: No
      • Is The Book Public: No
      • Access Status: No_ebook

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      11Eine konsistente Bewertung von Zinsswaps und ihren Risiken durch Berücksichtigung der modernen Zinsstrukturtheorie

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      “Eine konsistente Bewertung von Zinsswaps und ihren Risiken durch Berücksichtigung der modernen Zinsstrukturtheorie” Metadata:

      • Title: ➤  Eine konsistente Bewertung von Zinsswaps und ihren Risiken durch Berücksichtigung der modernen Zinsstrukturtheorie
      • Author:
      • Language: ger
      • Number of Pages: Median: 261
      • Publisher: ➤  Lang AG International Academic Publishers, Peter - P. Lang
      • Publish Date:
      • Publish Location: New York - Frankfurt am Main

      “Eine konsistente Bewertung von Zinsswaps und ihren Risiken durch Berücksichtigung der modernen Zinsstrukturtheorie” Subjects and Themes:

      Edition Identifiers:

      Access and General Info:

      • First Year Published: 1996
      • Is Full Text Available: No
      • Is The Book Public: No
      • Access Status: No_ebook

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      12Les techniques de gestion du risque d'intérêt

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      “Les techniques de gestion du risque d'intérêt” Metadata:

      • Title: ➤  Les techniques de gestion du risque d'intérêt
      • Author:
      • Language: fre
      • Number of Pages: Median: 326
      • Publisher: ➤  Presses universitaires de France
      • Publish Date:
      • Publish Location: Paris

      “Les techniques de gestion du risque d'intérêt” Subjects and Themes:

      Edition Identifiers:

      Access and General Info:

      • First Year Published: 1993
      • Is Full Text Available: No
      • Is The Book Public: No
      • Access Status: No_ebook

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      13An empirical examination of the convexity bias in the pricing of interest rate swaps

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      “An empirical examination of the convexity bias in the pricing of interest rate swaps” Metadata:

      • Title: ➤  An empirical examination of the convexity bias in the pricing of interest rate swaps
      • Author:
      • Language: English
      • Number of Pages: Median: 65
      • Publisher: ➤  New York University Salomon Center
      • Publish Date:
      • Publish Location: New York, N.Y

      “An empirical examination of the convexity bias in the pricing of interest rate swaps” Subjects and Themes:

      Edition Identifiers:

      Access and General Info:

      • First Year Published: 1998
      • Is Full Text Available: No
      • Is The Book Public: No
      • Access Status: No_ebook

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      14Análisis y gestión del riesgo de interés

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      “Análisis y gestión del riesgo de interés” Metadata:

      • Title: ➤  Análisis y gestión del riesgo de interés
      • Author:
      • Language: ➤  Spanish; Castilian - español, castellano
      • Number of Pages: Median: 228
      • Publisher: Editorial Ariel
      • Publish Date:
      • Publish Location: Barcelona

      “Análisis y gestión del riesgo de interés” Subjects and Themes:

      Edition Identifiers:

      Access and General Info:

      • First Year Published: 1992
      • Is Full Text Available: No
      • Is The Book Public: No
      • Access Status: No_ebook

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      15Der Zinsswap

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      “Der Zinsswap” Metadata:

      • Title: Der Zinsswap
      • Author:
      • Language: ger
      • Number of Pages: Median: 176
      • Publisher: Nomos
      • Publish Date:
      • Publish Location: Baden-Baden

      “Der Zinsswap” Subjects and Themes:

      Edition Identifiers:

      Access and General Info:

      • First Year Published: 1995
      • Is Full Text Available: No
      • Is The Book Public: No
      • Access Status: No_ebook

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      16Interest rate modelling after the financial crisis

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      “Interest rate modelling after the financial crisis” Metadata:

      • Title: ➤  Interest rate modelling after the financial crisis
      • Authors:
      • Language: English
      • Number of Pages: Median: 484
      • Publisher: Risk Books
      • Publish Date:
      • Publish Location: London

      “Interest rate modelling after the financial crisis” Subjects and Themes:

      Edition Identifiers:

      Access and General Info:

      • First Year Published: 2013
      • Is Full Text Available: No
      • Is The Book Public: No
      • Access Status: No_ebook

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      17Controlling von Zins- und Währungsswaps in Kreditinstituten

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      “Controlling von Zins- und Währungsswaps in Kreditinstituten” Metadata:

      • Title: ➤  Controlling von Zins- und Währungsswaps in Kreditinstituten
      • Author:
      • Language: ger
      • Number of Pages: Median: 344
      • Publisher: F. Knapp
      • Publish Date:
      • Publish Location: Frankfurt am Main

      “Controlling von Zins- und Währungsswaps in Kreditinstituten” Subjects and Themes:

      Edition Identifiers:

      Access and General Info:

      • First Year Published: 1991
      • Is Full Text Available: No
      • Is The Book Public: No
      • Access Status: No_ebook

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      18Régimen fiscal de los swaps de tipo de interés y de divisas

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      “Régimen fiscal de los swaps de tipo de interés y de divisas” Metadata:

      • Title: ➤  Régimen fiscal de los swaps de tipo de interés y de divisas
      • Author:
      • Language: ➤  Spanish; Castilian - español, castellano
      • Number of Pages: Median: 190
      • Publisher: Civitas
      • Publish Date:
      • Publish Location: Madrid

      “Régimen fiscal de los swaps de tipo de interés y de divisas” Subjects and Themes:

      Edition Identifiers:

      Access and General Info:

      • First Year Published: 2002
      • Is Full Text Available: No
      • Is The Book Public: No
      • Access Status: No_ebook

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      19Los contratos de permuta financiera como coberturas del riesgo de interés

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      “Los contratos de permuta financiera como coberturas del riesgo de interés” Metadata:

      • Title: ➤  Los contratos de permuta financiera como coberturas del riesgo de interés
      • Author:
      • Language: ➤  Spanish; Castilian - español, castellano
      • Number of Pages: Median: 118
      • Publisher: ➤  Universidad Europea-CEES Ediciones
      • Publish Date:
      • Publish Location: Madrid

      “Los contratos de permuta financiera como coberturas del riesgo de interés” Subjects and Themes:

      Edition Identifiers:

      Access and General Info:

      • First Year Published: 1996
      • Is Full Text Available: No
      • Is The Book Public: No
      • Access Status: No_ebook

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      20Understanding interest rate swaps

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      Book's cover

      “Understanding interest rate swaps” Metadata:

      • Title: ➤  Understanding interest rate swaps
      • Author:
      • Language: English
      • Number of Pages: Median: 302
      • Publisher: McGraw-Hill
      • Publish Date:
      • Publish Location: New York

      “Understanding interest rate swaps” Subjects and Themes:

      Edition Identifiers:

      Access and General Info:

      • First Year Published: 1993
      • Is Full Text Available: Yes
      • Is The Book Public: No
      • Access Status: Printdisabled

      Online Access

      Downloads Are Not Available:

      The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

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        21Monetary transmission in the Euro area

        By

        “Monetary transmission in the Euro area” Metadata:

        • Title: ➤  Monetary transmission in the Euro area
        • Author:
        • Language: English
        • Number of Pages: Median: 38
        • Publisher: ➤  National Bureau of Economic Research
        • Publish Date:
        • Publish Location: Cambridge, Mass

        “Monetary transmission in the Euro area” Subjects and Themes:

        Edition Identifiers:

        Access and General Info:

        • First Year Published: 2003
        • Is Full Text Available: No
        • Is The Book Public: No
        • Access Status: No_ebook

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        22A market microstructure comparison of the Irish and UK interest rate swap markets

        By

        “A market microstructure comparison of the Irish and UK interest rate swap markets” Metadata:

        • Title: ➤  A market microstructure comparison of the Irish and UK interest rate swap markets
        • Author:
        • Language: English
        • Number of Pages: Median: 67
        • Publisher: University College Dublin
        • Publish Date:
        • Publish Location: Dublin

        “A market microstructure comparison of the Irish and UK interest rate swap markets” Subjects and Themes:

        Edition Identifiers:

        Access and General Info:

        • First Year Published: 1997
        • Is Full Text Available: No
        • Is The Book Public: No
        • Access Status: No_ebook

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        23Uses of interest rate and currency swaps by financial managers

        By

        “Uses of interest rate and currency swaps by financial managers” Metadata:

        • Title: ➤  Uses of interest rate and currency swaps by financial managers
        • Author:
        • Language: English
        • Number of Pages: Median: 91
        • Publisher: ➤  Chartered Institute of Management Accountants
        • Publish Date:
        • Publish Location: London

        “Uses of interest rate and currency swaps by financial managers” Subjects and Themes:

        Edition Identifiers:

        Access and General Info:

        • First Year Published: 1997
        • Is Full Text Available: No
        • Is The Book Public: No
        • Access Status: No_ebook

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        24Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps

        By

        Book's cover

        “Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps” Metadata:

        • Title: ➤  Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps
        • Author:
        • Language: English
        • Number of Pages: Median: 48
        • Publisher: ➤  Research Foundation of AIMR & Blackwell Publishers
        • Publish Date:

        “Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps” Subjects and Themes:

        Edition Identifiers:

        First Setence:

        "The focus of this research is on improving understanding of the consequences of using interest rate swap contracts, as well as related contracts."

        Access and General Info:

        • First Year Published: 2000
        • Is Full Text Available: No
        • Is The Book Public: No
        • Access Status: No_ebook

        Online Access

        Downloads Are Not Available:

        The book is not public therefore the download links will not allow the download of the entire book, however, borrowing the book online is available.

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          25Zins- und Währungsswaps als innovative Finanzinstrumente

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          “Zins- und Währungsswaps als innovative Finanzinstrumente” Metadata:

          • Title: ➤  Zins- und Währungsswaps als innovative Finanzinstrumente
          • Author:
          • Language: ger
          • Number of Pages: Median: 423
          • Publisher: VWGÖ
          • Publish Date:
          • Publish Location: Wien

          “Zins- und Währungsswaps als innovative Finanzinstrumente” Subjects and Themes:

          Edition Identifiers:

          Access and General Info:

          • First Year Published: 1989
          • Is Full Text Available: No
          • Is The Book Public: No
          • Access Status: No_ebook

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          26Die geschäftspolitischen Konsequenzen von Zins- und Währungsswaps

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          “Die geschäftspolitischen Konsequenzen von Zins- und Währungsswaps” Metadata:

          • Title: ➤  Die geschäftspolitischen Konsequenzen von Zins- und Währungsswaps
          • Author:
          • Language: ger
          • Number of Pages: Median: 238
          • Publish Date:

          “Die geschäftspolitischen Konsequenzen von Zins- und Währungsswaps” Subjects and Themes:

          Edition Identifiers:

          Access and General Info:

          • First Year Published: 1988
          • Is Full Text Available: No
          • Is The Book Public: No
          • Access Status: No_ebook

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          27Interest rate modeling and the risk premiums in interest rate swaps

          By

          Book's cover

          “Interest rate modeling and the risk premiums in interest rate swaps” Metadata:

          • Title: ➤  Interest rate modeling and the risk premiums in interest rate swaps
          • Author:
          • Language: English
          • Number of Pages: Median: 40
          • Publisher: ➤  Research Foundation of the Institute of Chartered Financial Analysts
          • Publish Date:
          • Publish Location: Charlottesville, Va., U.S.A

          “Interest rate modeling and the risk premiums in interest rate swaps” Subjects and Themes:

          Edition Identifiers:

          Access and General Info:

          • First Year Published: 1997
          • Is Full Text Available: No
          • Is The Book Public: No
          • Access Status: No_ebook

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          28Fixed income and interest rate derivative analysis

          By

          Book's cover

          “Fixed income and interest rate derivative analysis” Metadata:

          • Title: ➤  Fixed income and interest rate derivative analysis
          • Author:
          • Language: English
          • Number of Pages: Median: 164
          • Publisher: Butterworth-Heinemann
          • Publish Date:
          • Publish Location: Boston - Oxford

          “Fixed income and interest rate derivative analysis” Subjects and Themes:

          Edition Identifiers:

          Access and General Info:

          • First Year Published: 1998
          • Is Full Text Available: No
          • Is The Book Public: No
          • Access Status: No_ebook

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          29Taxation of new financial instruments

          By

          “Taxation of new financial instruments” Metadata:

          • Title: ➤  Taxation of new financial instruments
          • Author: ➤  
          • Language: English
          • Number of Pages: Median: 111
          • Publisher: ➤  OECD Publications and Information Centre [distributor] - Organisation for Economic Co-operation and Development
          • Publish Date:
          • Publish Location: Paris - Washington, D.C

          “Taxation of new financial instruments” Subjects and Themes:

          Edition Identifiers:

          Access and General Info:

          • First Year Published: 1994
          • Is Full Text Available: No
          • Is The Book Public: No
          • Access Status: No_ebook

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          Wiki

          Source: Wikipedia

          Wikipedia Results

          Search Results from Wikipedia

          Interest rate swap

          amount outstanding in OTC interest rate swaps of $381 trillion, and the gross market value of $14 trillion. Interest rate swaps can be traded as an index

          Swap (finance)

          Most swaps involve the exchange of interest rate cash flows, based on a notional principal amount. Unlike future, forward or option contracts, swaps do

          Interest rate derivative

          US$494 trillion for OTC interest rate contracts, and US$342 trillion for OTC interest rate swaps. According to the International Swaps and Derivatives Association

          Swap rate

          For interest rate swaps, the Swap rate is the fixed rate that the swap "receiver" demands in exchange for the uncertainty of having to pay a short-term

          Forward rate agreement

          forward rate agreement (FRA) is an interest rate derivative (IRD). In particular, it is a linear IRD with strong associations with interest rate swaps (IRSs)

          Spread trade

          Riyal interest rate swaps, are quoted in the inter-bank market as spreads to US dollar interest rate swaps. AED and SAR currency exchange rates are each

          Euribor

          euro-denominated forward rate agreements, short-term interest rate futures contracts and interest rate swaps, in very much the same way as LIBORs are commonly

          Basis swap

          A basis swap is an interest rate swap which involves the exchange of two floating rate financial instruments. A basis swap functions as a floating-floating

          Citadel Securities

          making. In 2014, the firm expanded its market-making offering to interest rate swaps, one of the most commonly traded derivatives. Analysts of U.S. financial

          Interest rate cap and floor

          an interest rate cap is a type of interest rate derivative in which the buyer receives payments at the end of each period in which the interest rate exceeds