Central Bank of Nigeria Library

Price and Henderson currency and interest rate swaps /

Henderson, Schuyler K.

Price and Henderson currency and interest rate swaps / - London : Butterworths, 1984. - xiii,144p. :ill,

Includes index.

The object of this book is to give the reader an understanding and working knowledge of the swap product. It also traces the development of the swap market from the parallel loan, common in the late 1960s and early 1970s, to floating and floating debt swap. The book also illustrates the interaction between the bank foreign exchange market, the bank loan market, the swap market and securities or capital markets.

0406073600


Foreign exchange.
Money
International finance

HG3851

332.45 / HEN