Foreign Exchange Forwards and Swaps

Peter G. Zhang
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Peter G. Zhang: Shanghai Futures Exchange, China

Chapter 8 in Chinese Yuan (Renminbi) Derivative Products, 2004, pp 107-116 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Foreign Exchange ForwardsPricing Foreign Exchange ForwardsForeign Exchange Forwards in Emerging MarketsForeign Exchange SwapsCurrency SwapsInterest Rate Swaps with Major CurrenciesConclusions

Keywords: Chinese Yuan; CNY Revaluation; Non-Deliverable Forwards; CNY Forwards; CNY Non-Deliverable Options; CNY Non-Deliverable Swaps; CNY Structured Notes (search for similar items in EconPapers)
Date: 2004
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