国际财务管理学与财务知识分析(英文版)(ppt 33页).pptVIP

INTERNATIONAL FINANCIAL MANAGEMENT EUN / RESNICK Second Edition 10 Chapter Ten Currency Interest Rate Swaps Chapter Objective: This chapter discusses currency and interest rate swaps, which are relatively new instruments for hedging long-term interest rate risk and foreign exchange risk. Chapter Outline Types of Swaps Size of the Swap Market The Swap Bank Interest Rate Swaps Currency Swaps * McGraw-Hill/Irwin Copyright ? 2001 by The McGraw-Hill Companies, Inc. All rights reserved. Chapter Outline (continued) Swap Market Quotations Variations of Basic C