June 2013
Intermediate to advanced
768 pages
21h 54m
English
Content preview from Financial Times Handbook of Financial Engineering, The, 3rd Edition
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8
SWAPS
8.1 Definition of interest rate and cross-currency swaps
8.2 Development of the swap market
8.4 Non-standard interest rate swaps
8.7 Basic applications for swaps
8.11 Equity and dividend swaps
8.13 Volatility and variance swaps
8.16 Changes in market infrastructure after the credit crisis
Swaps are one of the outstanding success stories of the derivatives markets, and are a vivid illustration of the benefits brought about through financial innovation. From virtually nothing in 1980, the swap market had grown to around $400tn notional ...
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