AuthorHenderson, Schuyler K
TitlePrice and Henderson currency and interest rate swaps / Schuyler K. Henderson, John A. M. Price
Imprint London : Butterworths, 1988
Edition 2nd ed
Descript xiii, 144 p. : ill. ; 26 cm

CONTENT

Evolution of the swap product and participants -- The Technical evolution of swaps -- Discounted cash flows and yields to maturity -- The Structure of swaps -- Putting theory into practice -- Swap risk analysis -- Documentation and enforcement -- Governmental regulation and taxation -- Accounting treatment -- Swaps in perspective


SUBJECT

  1. Foreign exchange

LOCATIONCALL#STATUS
Law Library (4th Floor)HG3851 H383p 1988 CHECK SHELVES
Law Library (4th Floor)HG3851 H383p 1988 CHECK SHELVES