株式会社極東書店トップ商品一覧Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps.

商品詳細

Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps.

Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps.

・ISBN 978-0-943205-38-0 paper

お気に入り
著者・編者Brooks, Robert,
シリーズThe Research Foundation of AIMR and Blackwell Series in Finance
出版社(Blackwell, UK)
出版年月2000
ページ数48 pp.
言語ENG
ニュース番号<469-596>

解説

This monograph addresses the return side of the decision to use interest rate swaps or other interest-rate-contingent claims. Because the economic costs of decisions related to a company's policies toward debt maturities are important to stock price performance, the analysis in this monograph has practical implications for investment analysts. Brooks demonstrates how an at-the-market swap with a risk premium can have a significant impact on the expected return from using the swap.