100+ Hedging interest rate risk PowerPoint (PPT) Presentations, Hedging interest rate risk PPTs

Hedging interest rate risk - PowerPoint PPT Presentation

International Fixed Income

International Fixed Income. Topic 7A:SWAPS. Outline. Description of a Swap Motivation for Swaps Graphical Analysis Valuation and Interest Rate Sensitivity Credit Risk Currency Swaps. I. Description.

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700 views • 52 slides

Futures and Forwards

Futures and Forwards. A future is a contract between two parties requiring deferred delivery of underlying asset (at a contracted price and date) or a final cash settlement. Both parties are obligated to perform and fulfill the terms. A customized futures contract is called a Forward Contract.

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600 views • 39 slides

Chapter 5 Hedging Interest-Rate Risk with Duration

FIXED-INCOME SECURITIES. Chapter 5 Hedging Interest-Rate Risk with Duration. Outline. Pricing and Hedging Pricing certain cash-flows Interest rate risk Hedging principles Duration-Based Hedging Techniques Definition of duration Properties of duration Hedging with duration.

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629 views • 20 slides

Chapter Twenty Three

Chapter Twenty Three. HEDGING WITH FINANCIAL DERIVATIVES I: FORWARDS AND FUTURES. Interest-Rate Forward Markets. Long contract = buy securities at future date Locks in future interest rate Short contract = sell securities at future date

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167 views • 8 slides

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Hedging interest rate risk - PowerPoint PPT Presentation

International Fixed Income

Futures and Forwards

Chapter 5 Hedging Interest-Rate Risk with Duration

Chapter Twenty Three