悉尼大学固定收益证券课件Lecture 11.ppt

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Interest Rate Derivatives: Part II;Last week;Introduction;Interest Rate Swaps;Interest rate swap: Definition;Example;How a swap works;How a swap works;How a swap works;Interpreting a Swap Position;Trading of swaps;How a swap works;Valuing an interest rate swap;Valuing an interest rate swap;Valuing an interest rate swap;Valuing an interest rate swap;Valuing an interest rate swap;Valuing an interest rate swap;Valuing an interest rate swap;Example;Valuing a swap;Eurodollar Futures and Pricing Interest Rate Swaps;Eurodollar futures and interest rate swaps;Eurodollar futures prices;Eurodollar futures and interest rate swaps;Eurodollar futures and interest rate swaps;Eurodollar futures and interest rate swaps;Eurodollar futures and interest rate swaps;Eurodollar futures and interest rate swaps;Swaps Risks and Beyond Plain Vanilla;Swap spreads;Risk management;Credit risk of the dealer;Uses of swaps;Hedging;Beyond plain vanilla;Beyond plain vanilla;Australian Interest Rate Swaps;Bank bill swap rate (BBSW);BBSW Panellist List;Overnight index swaps;Overnight index swaps;Overnight index swaps;Overnight index swaps;Overnight index swaps;Daily cash rate and floating rate calculations;Overnight index swaps;What you should know

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