Swaps de taxa de câmbio: precificação do coupon

Cristiane F. S. Pedote

RAE - Revista de Administração de Empresas, 1999, vol. 39, issue 3

Abstract: The aim of this article is to show how we price the coupon interest of cross-currency interest rate swaps. In order to attend a broader audience and to draw a background picture, so that we can better understand these specific transactions, an introduction to the mechanics of the swaps market will be presented. We’ll also discuss what are the interests of the parties dealing in this market, the credit risks involved in these transactions and other legal and tax considerations.

Date: 1999
References: Add references at CitEc
Citations:

Downloads: (external link)
http://bibliotecadigital.fgv.br/ojs/index.php/rae/article/view/37835 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fgv:eaerae:v:39:y:1999:i:3:a:37835

Access Statistics for this article

RAE - Revista de Administração de Empresas is currently edited by Eduardo Diniz

More articles in RAE - Revista de Administração de Empresas from FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil)
Bibliographic data for series maintained by Núcleo de Computação da FGV EPGE ().