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• catalog contributor b11448372.
• catalog contributor b11448373.
• catalog created "c1991.".
• catalog date "1991".
• catalog date "c1991.".
• catalog dateCopyrighted "c1991.".
• catalog description "11. The interest rate swap market: yield mathematics, terminology and conventions / John Macfarlane, Daniel R. Ross and Janet Showers -- 12. Interest rate swap valuation / Benjamin Iben -- 13. What drives interest rate swap spreads? / Ellen Evans and gioia Parente Bales -- 14. The duration of a swap / Laurie S. Goodman -- Part 4: Conceptual relationships -- 15. The portfolio approach to swaps management / Lee M. Wakeman -- 16. integrating interest rate derivative products / Lee M. Wakeman and Reto M. Tuffli -- 17. Linkages between interest rate swaps and cross-currency swaps / Carl A. Batlin -- 18. Swap rationalization: equivalence of short-date and long-date interest rate swap strategies / Samuel C. Weaver -- 19. A swap alternative: Eurodollar strips / Ira B. Kawaller -- Part 5: Peripheral issues -- 20. Interest rate swap credit exposure and capital requirements / Larry D. Wall, John J. Pringle and James E. McNulty -- ".
• catalog description "21. Assessing default risk in interest rate swaps / Frederick Choi -- 23. Mark-to-market vs. accrual accounting for interest rate swaps / Keat Lee and Ian Mordue -- 24. Innovations, new dimensions, and outlook for interest rate swaps / Carl R. Beidleman.".
• catalog description "Includes bibliographical references and index.".
• catalog description "Part 1: Generic interest rate swaps -- 1. The role of interest rate swaps in managing cash flows / Carl R. Beidleman -- 2. The place of interest rate swaps in financial markets / George Handjinicolaou -- 3. Plain vanilla swaps: market structures, applications, and credit risk / Keith C. Brown and Donald J. Smith -- 4. The development and standardization of the swap market / James E. McNulty and Sharon L. Steiber -- 5. Variations to basic swaps / Jeffry P. Brown -- 6. Interest rate swaps: an alternative explanation / Marcelle Arak, ... [et al.] -- Part 2: Applications of swaps -- 7. Capital market applications of interest rate swaps / Laurie S. Goodman -- 8. Asset based interest rate swaps / Suresh E. Krushnan -- 9. Swaptions applications / Paul G. Cuccjissi and Reto M. Tuffli -- 10. Non-U.S. dollar interest rate swaps / Victoria Lasseter -- Part 3: Valuation of swaps -- ".
• catalog extent "xxiii, 518 p. :".
• catalog hasFormat "Interest rate swaps.".
• catalog identifier "1556232071".
• catalog isFormatOf "Interest rate swaps.".
• catalog issued "1991".
• catalog issued "c1991.".
• catalog language "eng".
• catalog publisher "Homewood, Ill. : Business One Irwin,".
• catalog relation "Interest rate swaps.".
• catalog subject "332.4/5 20".
• catalog subject "Foreign exchange futures.".
• catalog subject "HG3853 .B45 1990".
• catalog subject "Interest rate swaps.".
• catalog tableOfContents "11. The interest rate swap market: yield mathematics, terminology and conventions / John Macfarlane, Daniel R. Ross and Janet Showers -- 12. Interest rate swap valuation / Benjamin Iben -- 13. What drives interest rate swap spreads? / Ellen Evans and gioia Parente Bales -- 14. The duration of a swap / Laurie S. Goodman -- Part 4: Conceptual relationships -- 15. The portfolio approach to swaps management / Lee M. Wakeman -- 16. integrating interest rate derivative products / Lee M. Wakeman and Reto M. Tuffli -- 17. Linkages between interest rate swaps and cross-currency swaps / Carl A. Batlin -- 18. Swap rationalization: equivalence of short-date and long-date interest rate swap strategies / Samuel C. Weaver -- 19. A swap alternative: Eurodollar strips / Ira B. Kawaller -- Part 5: Peripheral issues -- 20. Interest rate swap credit exposure and capital requirements / Larry D. Wall, John J. Pringle and James E. McNulty -- ".
• catalog tableOfContents "21. Assessing default risk in interest rate swaps / Frederick Choi -- 23. Mark-to-market vs. accrual accounting for interest rate swaps / Keat Lee and Ian Mordue -- 24. Innovations, new dimensions, and outlook for interest rate swaps / Carl R. Beidleman.".
• catalog tableOfContents "Part 1: Generic interest rate swaps -- 1. The role of interest rate swaps in managing cash flows / Carl R. Beidleman -- 2. The place of interest rate swaps in financial markets / George Handjinicolaou -- 3. Plain vanilla swaps: market structures, applications, and credit risk / Keith C. Brown and Donald J. Smith -- 4. The development and standardization of the swap market / James E. McNulty and Sharon L. Steiber -- 5. Variations to basic swaps / Jeffry P. Brown -- 6. Interest rate swaps: an alternative explanation / Marcelle Arak, ... [et al.] -- Part 2: Applications of swaps -- 7. Capital market applications of interest rate swaps / Laurie S. Goodman -- 8. Asset based interest rate swaps / Suresh E. Krushnan -- 9. Swaptions applications / Paul G. Cuccjissi and Reto M. Tuffli -- 10. Non-U.S. dollar interest rate swaps / Victoria Lasseter -- Part 3: Valuation of swaps -- ".
• catalog title "Interest rate swaps / edited by Carl R. Beidleman.".
• catalog type "text".