Financial Engineering and Swaps

Robert Jarrow () and Arkadev Chatterjea

Chapter 7 in An Introduction to Derivative Securities, Financial Markets, and Risk Management, 2024, pp 126-148 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionThe Build and Break ApproachFinancial EngineeringCash Flows versus Asset ValuesExamplesAn Introduction to SwapsApplications and Uses of SwapsTypes of SwapsInterest Rate SwapsForex SwapsCurrency SwapsEXTENSION 7.1: Valuing Fixed-for-Fixed Currency SwapsCommodity and Equity SwapsCredit Default SwapsSummaryCasesQuestions and Problems

Keywords: Derivatives; Financial Markets; Risk Management; Arbitrage; Financial Engineering; Forwards; Futures; Call Options; Put Options; European Options; American Options; Swaps; Currency Swaps; Interest Rate Swaps; Commodity Swaps; Equity Swaps; Credit Default Swaps; Commodity Derivatives; Equity Derivatives; Index Derivatives; Interest Rate Derivatives; Commodities; Margins and Daily Settlements; Binomial Model; Black-Scholes Model; Black-Scholes-Merton Model; Delta Hedging; Gamma Hedging; Heath-Jarrow-Morton Model; Libor Model; Forward Rate Agreements; Interest Rate Futures; Interest Rate Options; Market Manipulation; Regulation; Derivatives Exchanges (search for similar items in EconPapers)
JEL-codes: C58 G1 G10 G13 G2 G20 G32 (search for similar items in EconPapers)
Date: 2024
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789811291654_0007 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789811291654_0007 (text/html)
Ebook Access is available upon purchase.

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:wsi:wschap:9789811291654_0007

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().