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Comprehensive study on interest rate and currency swaps.

by Hui Chi Hang and Wong Wai Ming. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1997. / Includes bibliographical references (leaves 89-92). / ABSTRACT --- p.iv / TABLE OF CONTENT --- p.v / Chapter Page / Chapter PART I : --- Interest Rate Swap --- p.1 / Chapter 1. --- INTRODUCTION AND HISTORY OF SWAP --- p.2 / Chapter 2. --- INTRODUCTION TO INTEREST RATE SWAP --- p.6 / Chapter 3. --- ECONOMICS AND PRICING OF INTEREST RATE SWAP --- p.8 / "Exhibit I - Example 1,2 & 3" --- p.19 / Chapter 4. --- APPLICATION OF INTEREST RATE SWAP --- p.25 / Chapter PART II: --- Currency Swap --- p.27 / Chapter 5. --- INTRODUCTION TO CURRENCY SWAP --- p.28 / Chapter 6. --- ECONOMICS AND PRICING OF CURRENCY SWAP AND LTFX CONTRACTS --- p.30 / Exhibit II - Example 4 --- p.38 / Chapter Part III : --- Implication of Swap in Major Markets --- p.41 / Chapter 7. --- MAJOR SWAP MARKETS --- p.42 / Chapter 8. --- THE HONG KONG SWAP MARKET --- p.49 / Chapter Part IV : --- Risks and Control in Swaps --- p.53 / Chapter 9. --- COMMON RISKS AND CONTROL IN SWAPS --- p.54 / Appendix --- p.60 / Chapter I. --- INTRODUCTION TO OTHER MAJOR SWAPS --- p.61 / Chapter II. --- USER GUIDE FOR USING THE DISKETTE FOR PRICING OF SWAPS --- p.71 / Chapter III. --- QUESTIONNAIRE FOR INTERVIEWS --- p.79 / Chapter IV. --- BRIEF REPORT ON INTERVIEWS --- p.81 / Bibliography --- p.89 / Exhibit I - Example 1 --- p.93 / Exhibit I - Example 2 --- p.94 / Exhibit I - Example 3 --- p.95 / Exhibit II - Example 4 --- p.96 / "Diskette for SWAP. XLS for pricing of interest rate swap, and LTFX contracts" --- p.97

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_321810
Date January 1997
ContributorsHui, Chi Hang., Wong, Wai Ming., Chinese University of Hong Kong Graduate School. Division of Business Administration.
PublisherChinese University of Hong Kong
Source SetsThe Chinese University of Hong Kong
LanguageEnglish
Detected LanguageEnglish
TypeText, bibliography
Formatprint, vi, 97 leaves : ill. ; 30 cm. + 1 computer disk (3 1/2 in.)
CoverageChina, Hong Kong, China, Hong Kong, China, Hong Kong
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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