Swaps

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

Chapter 15 in Chinese Yuan (Renminbi) Derivative Products, 2004, pp 201-209 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Currency SwapsMalaysian Ringgit Currency SwapsKorean Won Currency SwapsCredit Default SwapsCredit DerivativesCredit Default SwapsGeographical Differences and Notional Amount OutstandingDifficulty in Pricing Credit Default SwapsTotal Return SwapsConcept of Total Return SwapsPopularity in AsiaKorean and Indonesian CounterpartiesJ.P. Morgan and Korean SecuritiesKorean TrustsSwaps in Singapore and Hong KongSingaporeHong KongSummary and Conclusions

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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