£54.33

Deutscher Universitätsverlag Exotische Zinsswaps: Bewertung, Hedging und Analyse

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£54.33 £51.61 £52.70 £53.79 £54.87 £55.96 £57.05 14 March 2026 24 March 2026 03 April 2026 13 April 2026 24 April 2026

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Description

In Zinsswaps tauschen zwei Parteien Zinszahlungen aus. Obwohl Zinsswaps außerbörslich gehandelt werden, haben sich Standardmerkmale herausgebildet, die einen minutenschnellen Abschluss ermöglichen. Daneben wird eine nahezu unüberschaubare Vielzahl exotischer Swaptypen gehandelt, deren Charakteristik von Standardswaps erheblich abweicht. Martin Maria Bardenhewer analysiert exemplarisch exotische Zinsswaps in einem gemeinsamen Rahmen. Für deren Bewertung werden Ein- und Zweifaktorenmodelle der Zinsstruktur zu Grunde gelegt und oft neue oder verbesserte Verfahren vorgestellt. Der Autor zeigt Risiken und Chancen der jeweiligen Swaps auf und beschreibt Hedgestrategien. Darauf aufbauend argumentiert er, dass exotische Swaps sich weniger als Spekulations- oder Hedgeinstrumente einsetzen lassen als zur Senkung von Finanzierungskosten.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
28 September 2000
Listed Since
16 July 2013

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