This monograph addresses the return side of the decision to use interest rate swaps or other interest-rate-contingent claims. Because the economic costs of decisions related to a company's policies toward debt maturities are important to stock price performance, the analysis in this monograph has practical implications for investment analysts. Brooks demonstrates how an at-the-market swap with a risk premium can have a significant impact on the expected return from using the swap.
Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps (The Research Foundation of AIMR and Blackwell Series in Finance) for free
Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps (The Research Foundation of AIMR and Blackwell Series in Finance) read online
Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps (The Research Foundation of AIMR and Blackwell Series in Finance) reviews
Tuesday, July 10, 2018
Download Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps (The Research Foundation of AIMR and Blackwell Series in Finance) - Robert Brooks pdf
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.