Controlling Risk via Risk-Sharing Derivative Contracts: Swaps

Carmel F. de Nahlik and Frank J Fabozzi

Chapter 17 in Project Financing:Financial Instruments and Risk Management, 2021, pp 363-377 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionGeneric Interest-Rate SwapsApplicationCalculation of the Swap RateValuing a SwapNon-Generic Interest-Rate SwapsAmortizing, Accreting and Roller Coaster SwapsZero-Coupon SwapsBasis Rate SwapsForward Rate SwapsCurrency SwapsCross-Currency Interest-Rate SwapsCommodity Swaps

Keywords: Project Financing; Development Banks; Structured Finance; Infrastructure; Infrastructure Investment; Financial Instruments; Credit Risk; Public Private Partnerships; Sources of Equity Capital and Debt; Lender Risks (search for similar items in EconPapers)
JEL-codes: F3 G3 G32 (search for similar items in EconPapers)
Date: 2021
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