chapter 10
Interest Rate Derivative Instruments
Learning Objectives
After reading this chapter, you will be able to understand
- usage of different interest rate derivative products
- yield curve analysis
- the term structure of interest rates
- speculation in interest rate derivatives
- the choice of delivery bonds
- the application of interest rate derivatives for risk coverage
Chapter Outline
10.2 Interest Rate Derivative Products
10.5 Term Structure of Interest Rates
10.6 Trading in Forward Rate Agreements
10.7 Speculation in Interest Rate Derivatives
10.8 Hedging Using Interest Rate Derivatives
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