Swap and Derivative Financing: The Global Reference to Products, Pricing, Applications and Markets, Revised Edition by Satyajit Das
- Hardcover: 700 pages
- ISBN-10: 1557385424
- Language: English
- Publisher: McGraw-Hill Companies; Rev Sub edition (December 1993)
Addresses recent developments in the market and analyzes new swap structures. Explains the banking innovations, techniques and players that spawned this financial revolution. Specific topics include: The structure and operation of all major swap markets in North America, Europe and Asia; The economics and pricing of a wide variety of swap structures; Techniques for hedging swaps and managing a swap inventory; Using swaps to access low-cost funding and to manage asset/liability positions; Accounting, taxation, legal and documentary issues.
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