Cross Currency Swap Trading & Pricing Formulae - A PowerPoint Overview with Excel Pricing Examples

This document provides a summary of the more detailed cross pricing paper, see "https://ssrn.com/abstract=3278907" https://ssrn.com/abstract=3278907.We present a PowerPoint overview of cross currency swaps (Xccy Swaps) and the pricing formula as seen from a trading perspective. Firstly we outline swap preliminaries, reviewing interest rate swaps, yield curve construction, rates trading, pricing & risk. Secondly we outline and give a breakdown of the cross currency swap pricing formula and provide Excel pricing examples

MoreLess

Year of publication:	2019
Authors:	Burgess, Nicholas
Publisher:	[2019]: [S.l.] : SSRN

freely available

Full text |

More access options

doi.org

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	1 Online-Ressource (30 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 26, 2019 erstellt
Other identifiers:	10.2139/ssrn.3367497 [DOI]
Classification:	A22 - Undergraduate ; A23 - Graduate ; C02 - Mathematical Methods ; G10 - General Financial Markets. General ; G12 - Asset Pricing ; G15 - International Financial Markets ; G20 - Financial Institutions and Services. General ; G21 - Banks; Other Depository Institutions; Mortgages ; G23 - Pension Funds; Other Private Financial Institutions ; G30 - Corporate Finance and Governance. General ; G31 - Capital Budgeting; Investment Policy
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012889128