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Over-the-counter interest rate derivatives

Author

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  • Anatoli Kuprianov

Abstract

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Suggested Citation

  • Anatoli Kuprianov, 1998. "Over-the-counter interest rate derivatives," Monograph, Federal Reserve Bank of Richmond, number 1998cir.
    • Handle: RePEc:fip:fedrmo:1998cir
    as

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    References listed on IDEAS

    as
    1. John J. Pringle & Larry D. Wall, 1988. "Interest rate swaps: a review of the issues," Economic Review, Federal Reserve Bank of Atlanta, issue Nov, pages 22-40.
    2. Peter A. Abken, 1991. "Globalization of stock, futures, and options markets," Economic Review, Federal Reserve Bank of Atlanta, issue Jul, pages 1-22.
    3. Katerina Simons, 1989. "Measuring credit risk in interest rate swaps," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 29-38.
    4. Clifford W. Smith & Charles W. Smithson & D. Sykes Wilford, 1989. "Managing Financial Risk," Journal of Applied Corporate Finance, Morgan Stanley, vol. 1(4), pages 27-48, January.
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    Keywords

    Futures; Money market;

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