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Interest Rate Swap. A vehicle to hedge against interest rate risk

Name: Interest Rate Swap. A vehicle to hedge against interest rate risk
Price: 18.95 EUR
Availability: InStock
Author: Patrick Haug
ISBN: 978-3-668-65369-6

Seminar Paper, 2016

17 Pages, Grade: 1,3

Patrick Haug (Author)

Excerpt

List of Figures

List of Tables

Abbreviations

1 Introduction

2 Basics of interest rate swaps
2.1 Reference rate and credit rating
2.2 Net present value (NPV) of interest rate swaps
2.3 Equilibrium of interest rate swaps
2.4 Sample calculation of an interest rate swap according to Perdion / Steiner

3 Genesis, classification of interest rate swaps and the need for risk mitigation of interest rates
3.1 Genesis of swaps
3.2 Classification of OTC swaps
3.3 Special interest rate risks in the lending business

4 Types of interest rate swaps
4.1 Coupon swap
4.2 Basis swap
4.3 Step up interest rate swaps
4.4 Amortisation interest rate swaps
4.5 Interest rate swaption
4.6 Forward interest rate swap

5 Conclusion

List of Literature and Sources

Appendix

Excerpt out of 17 pages

Details

Title: Interest Rate Swap. A vehicle to hedge against interest rate risk
College: University of Applied Sciences Essen
Grade: 1,3
Author: Patrick Haug (Author)
Year: 2016
Pages: 17
Catalog Number: V415415
ISBN (eBook): 9783668653689
ISBN (Book): 9783668653696
File size: 673 KB
Language: English
Keywords: interest, rate, swap

Quote paper: Patrick Haug (Author), 2016, Interest Rate Swap. A vehicle to hedge against interest rate risk, Munich, GRIN Verlag, https://www.grin.com/document/415415

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