Chap 7
INTEREST RATE AND CURRENCY SWAPS
Risk management
Ch07 hullofod8thedition
Options, Futures, and Other Derivatives, 7th Ed, Ch 7, Copyright © John C. Hull 2010 Swaps Chapter 7 Pages: 157-168, 175-178 (top),180 (bottom)-185 1.
7.1 Swaps Chapter 7. 7.2 Nature of Swaps A swap is an agreement to exchange cash flows at specified future times according to certain specified rules.
1 Derivatives & Risk Management Lecture 4: a) Swaps b) Options: properties and non- parametric bounds.
Swaps Finance (Derivative Securities) 312 Tuesday, 5 September 2006 Readings: Chapter 7.
Swaps Chapter 7
Chance/BrooksAn Introduction to Derivatives and Risk Management, 7th ed.Ch. 12: 1 Chapter 12: Swaps Markets are an evolving ecology. New risks arise all.
Derivatives & Risk Management
