Journal of Finance Vol. 48 No. 5 1993
The Swaps Market.
Abstract
An overview and brief history of swaps markets the generic swap structure interest rate swaps currency swaps commodity swaps and equity swaps swaps, structured solutions and financial engineering the pricing and interest rate swaps managing a swap portfolio hedging business cycle risk - the next major wave in derivatives.
- DOI
- 10.2307/2329083
- Volume
- 48
- Issue
- 5
- Pages
- 2038
- Sources
- openalex crossref