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Currency Swaps: Currency Risk Management
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Currency Swaps: Currency Risk Management Hardcover - 2000

by Brian Coyle (Editor)


From the publisher

-Fully updated version of text formerly used for training by BPP
-Diagrammatic representation of deal structures, pricing, and modeling
-Full glossary of terms
-International perspective, examples in US$
-Clear logical explanation of processes, markets, and products

Here is an excellent introduction to equity, commodity, and credit swaps. The text describes the evolution of this financial instrument and the present day importance it has in debt and interest rate risk management. It examines the features of currency swaps and the process by which the counterparties reach agreement. Through practical examples it illustrates the role of banks and explains swaps pricing and the value of a swap.

This expansive new range of risk management texts has undergone extensive re-writing to give each book in the series an international perspective. Each explains and analyses core aspects of risk assessment and management in a way invaluable to students and useful to practitioners. All of these titles adopt a practical and clear approach to their subject. All are fully updated versions of a series of books previously produced by training experts at BPP.

First line

Swaps originated in the 1970s and have become an important financial instrument for debt management and interest rate risk management.

Details

  • Title Currency Swaps: Currency Risk Management
  • Author Brian Coyle (Editor)
  • Binding Hardcover
  • Pages 122
  • Volumes 1
  • Language ENG
  • Publisher Global Professional Publishing
  • Date June 2000
  • ISBN 9780852974360 / 0852974361
  • Dewey Decimal Code 332