Advanced interest rate and currency swaps: state-of-the-art-products, strategies and risk management applications
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | Undetermined |
| Veröffentlicht: |
Chicago, Ill. u.a.
Probus Publ. Co.
1994
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XV, 474 S. graph. Darst. |
| ISBN: | 1557384444 |
Internformat
MARC
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| 245 | 1 | 0 | |a Advanced interest rate and currency swaps |b state-of-the-art-products, strategies and risk management applications |c Ravi E. Dattatreya ; Kensuke Hotta |
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Datensatz im Suchindex
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|---|---|
| adam_text | CONTENTS
Contributors ix
Preface xi
PART I Analysis, Modeling, and New Products
1 Portfolio Approach to Credit Risk Evaluation 3
Jon Frye
2 Differential Swaps 25
Satyajit Das
3 Indexed Amortizing Swaps 53
Bj0rn Pettersen and Vijay R. Raghavan
4 Index Amortization Swaps and Notes 69
Scott McDermott and Marcus Huie
5 Exotic Options 81
K. Ravindran
6 Fixed Income Hybrid and Synthetic Securities 171
Christopher J. Williams, Melinda M. Twomey,
Hasan Latif, Bruce M. Usher, Ming Jiao Hsia,
and DiAnne Calabrisotto
V
CONTENTS
7 Corporate Exposure Management:
An Alternative Approach 191
Azam Mistry
8 Interest Rate Risk Management:
The Risk Point Method 219
Ravi E. Dattatreya and Raj S. Pundarika
9 Primitive Securities: Portfolio Building Blocks 247
Thomas S. Y. Ho
10 Managing Illiquid Bonds
and the Linear Path Space 273
Thomas S. Y. Ho
PART II Corporate and Investor Viewpoint
11 Street Myths about Customers
and Customer Myths about the Street 305
Laurie S. Goodman
12 Soda, Snacks, and Swaps:
Use of Derivatives at PepsiCo, Inc. 319
Edward P. Krawitt
13 Using Derivative Products to Manage the Risk
and Return of Life Insurance Companies 339
Thomas A. McAvity, Jr.
14 Structured MTNs: Adding Value Using
Embedded Derivatives 363
JacobNavon
15 Applications of Index Amortization Swaps 381
Ramine Rouhani
vi
CONTENTS
16 Synthetic Portfolio Management
in a U.S. Pension Fund 397
Matthew R. Smith and Beth A. Kostick
1 7 Financial Risk Management
for Developing Countries: IFC s Role 417
Bernardo Frydman
18 Derivatives and the World Bank 429
Afsaneh Mashayekhi Beschloss andArun Muralidhar
19 Derivative Financial Instruments:
Development and Use at VIAG s Treasury 435
Hans Gisbert Ulmke
20 Asset and Liability Management
in Building Societies: Successfully Using
Off Balance Sheet Products 447
Mark Abbott
Index 463
vii
|
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| indexdate | 2024-07-09T17:41:04Z |
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| isbn | 1557384444 |
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| spelling | Dattatreya, Ravi E. Verfasser aut Advanced interest rate and currency swaps state-of-the-art-products, strategies and risk management applications Ravi E. Dattatreya ; Kensuke Hotta Chicago, Ill. u.a. Probus Publ. Co. 1994 XV, 474 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Währung (DE-588)4064147-8 gnd rswk-swf Swap (DE-588)4199581-8 gnd rswk-swf Zinsswap (DE-588)4199578-8 gnd rswk-swf Supergeschäft gnd rswk-swf Währung (DE-588)4064147-8 s Swap (DE-588)4199581-8 s DE-604 Zinsswap (DE-588)4199578-8 s Supergeschäft f Hotta, Kensuke Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006483563&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Dattatreya, Ravi E. Hotta, Kensuke Advanced interest rate and currency swaps state-of-the-art-products, strategies and risk management applications Währung (DE-588)4064147-8 gnd Swap (DE-588)4199581-8 gnd Zinsswap (DE-588)4199578-8 gnd |
| subject_GND | (DE-588)4064147-8 (DE-588)4199581-8 (DE-588)4199578-8 |
| title | Advanced interest rate and currency swaps state-of-the-art-products, strategies and risk management applications |
| title_auth | Advanced interest rate and currency swaps state-of-the-art-products, strategies and risk management applications |
| title_exact_search | Advanced interest rate and currency swaps state-of-the-art-products, strategies and risk management applications |
| title_full | Advanced interest rate and currency swaps state-of-the-art-products, strategies and risk management applications Ravi E. Dattatreya ; Kensuke Hotta |
| title_fullStr | Advanced interest rate and currency swaps state-of-the-art-products, strategies and risk management applications Ravi E. Dattatreya ; Kensuke Hotta |
| title_full_unstemmed | Advanced interest rate and currency swaps state-of-the-art-products, strategies and risk management applications Ravi E. Dattatreya ; Kensuke Hotta |
| title_short | Advanced interest rate and currency swaps |
| title_sort | advanced interest rate and currency swaps state of the art products strategies and risk management applications |
| title_sub | state-of-the-art-products, strategies and risk management applications |
| topic | Währung (DE-588)4064147-8 gnd Swap (DE-588)4199581-8 gnd Zinsswap (DE-588)4199578-8 gnd |
| topic_facet | Währung Swap Zinsswap Supergeschäft |
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