Call Us 080-41656200 (Mon-Sat: 10AM-8PM)
Free Shipping above Rs. 1499
Cash On Delivery*

Currency swap valuation

 

Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days

 

Check Your Delivery Options

 
Rs. 2,675

Availability: In stock

 
  • Product Description
 

This paper analyzes the valuation methods of currency swaps, studying the valuation technique applied in each, highlighting the differences and shortcomings. Swaps being one of the highly adaptable financial instruments and the fact that are traded OTC obliged the pricing method to be flexible, as no comparison of market and model prices is attainable. Considered valuation approaches are based on interest rate swap valuation and deeply covered the relations between discount curves, forward rates and zero-coupon bonds. Zero-coupon method, discount curve method, modified discount curve method and its combination are considered as a target group for the research. Results are interpreted according to the reviewed literature.

Product Specifications
SKU :COC74382
AuthorBekhzod Atakhanov
LanguageEnglish
BindingPaperback
Number of Pages60
Publishing Year2014-03-14T00:00:00.000
ISBN9783659238369
Edition1 st
Book TypeBanking & finance: study & revision guides
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-10-08 00:00:00