Interest- rate swaps. / Brian Coyle,
Material type:
TextPublisher: Canterbury: Financial world, 2001Description: 154 p.: ill.; 22cmISBN: 0852974434LOC classification: HG6024.5.C63
Contents:
Contents: Introduction -- What are interest- rate swaps? -- Uses of liability swaps -- Non-generic swaps -- Valuation of swaps -- Administration of swaps -- Swaps and financial risk -- Appendix: Zero coupon rates.
| Item type | Current location | Home library | Call number | Copy number | Status | Date due | Barcode |
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WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY General Stacks | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | HG6024.5.C63 (Browse shelf) | 1 | Available | 3296/12 | |
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Books
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WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY General Stacks | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | HG6024.5.C631 (Browse shelf) | 2 | Available | 3297/12 | |
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Books
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WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY General Stacks | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | HG6024.5.C631 (Browse shelf) | 3 | Available | 3298/12 |
Browsing WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY shelves, Shelving location: General Stacks Close shelf browser
| HG6024.5.C63 Interest- rate swaps. / | HG6024.5.C631 FRAs and interest-rate futures. / | HG6024.5.C631 Interest - rate risk management : hedging interest- rate exposure. / | HG6024.5.C631 Interest- rate swaps. / | HG6024.5.C631 Interest- rate swaps. / | HG6024.5.C632 FRAs and interest-rate futures. / | HG6024.5.C632 Interest - rate risk management : hedging interest- rate exposure. / |
Includes index.
Contents: Introduction -- What are interest- rate swaps? -- Uses of liability swaps -- Non-generic swaps -- Valuation of swaps -- Administration of swaps -- Swaps and financial risk -- Appendix: Zero coupon rates.
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