Interest rates changes have a huge impact on the business performance. Therefore, it is of great importance for the market participants to identify and adequately manage this risk. Financial derivatives are a relatively simple way of protection from adverse changes in interest rates. Interest rate swaps are particularly popular because they reduce interest rate risk to a minimum with a relatively low initial cost and without great risk, but also because of the fact that there are many modifications of the standard swap created to better satisfy the different needs of market players
This paper emphasizes the main goals of using derivatives as a monetary tool, increasing the foreign...
In recent years, the trading of interest payments on debt obligations has become a major form of off...
Financial derivatives (interest rate futures, options and swaps) are a very simple way to minimize i...
Interest rates changes have a huge impact on the business performance. Therefore, it is of great imp...
This thesis applies the contingent claims analysis to investigate the reasons for the development an...
An interest rate swap is an agreement between two parties to exchange future interest rate payments ...
Izvedenih finančnih instrumentov je veliko več, kot jih je opisanih v diplomski nalogi, hkrati pa na...
Swaps are financial agreements between two parties to exchange period cash flows and are mostly used...
This paper presents a model for valuing interest rate swap subject to counterparty credit risk. The ...
The interest rate swap market has grown rapidly. Since the inception of the swap market in 1981, the...
Interest rate swaps have become a popular financial derivative, and market watchers and economists a...
In recent years financial liberalization has progressed steadily, fostering many new financial produ...
Developments in international financial markets concern both developed countries and developing coun...
We develop and test a simple model of a firm's optimal debt maturity and its demand for interest rat...
This thesis deals with interest rate swaps. In addition to chapters on basic principles of interest ...
This paper emphasizes the main goals of using derivatives as a monetary tool, increasing the foreign...
In recent years, the trading of interest payments on debt obligations has become a major form of off...
Financial derivatives (interest rate futures, options and swaps) are a very simple way to minimize i...
Interest rates changes have a huge impact on the business performance. Therefore, it is of great imp...
This thesis applies the contingent claims analysis to investigate the reasons for the development an...
An interest rate swap is an agreement between two parties to exchange future interest rate payments ...
Izvedenih finančnih instrumentov je veliko več, kot jih je opisanih v diplomski nalogi, hkrati pa na...
Swaps are financial agreements between two parties to exchange period cash flows and are mostly used...
This paper presents a model for valuing interest rate swap subject to counterparty credit risk. The ...
The interest rate swap market has grown rapidly. Since the inception of the swap market in 1981, the...
Interest rate swaps have become a popular financial derivative, and market watchers and economists a...
In recent years financial liberalization has progressed steadily, fostering many new financial produ...
Developments in international financial markets concern both developed countries and developing coun...
We develop and test a simple model of a firm's optimal debt maturity and its demand for interest rat...
This thesis deals with interest rate swaps. In addition to chapters on basic principles of interest ...
This paper emphasizes the main goals of using derivatives as a monetary tool, increasing the foreign...
In recent years, the trading of interest payments on debt obligations has become a major form of off...
Financial derivatives (interest rate futures, options and swaps) are a very simple way to minimize i...