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Interest Rate Swaps, Credit, and Other Derivatives

In: Financial Derivatives Markets and Applications

Author

Listed:
  • Obiyathulla Ismath Bacha
  • Pattarake Sarajoti

Abstract

This chapter is designed to provide an overview of swaps, credit derivatives, forward rate agreements, nondeliverable forwards, and other derivatives. Following a description, the mechanics and application of these contracts are examined. The use of credit derivatives in managing credit risk is outlined with an emphasis on the structure of the contracts. On completing the chapter, readers should have a good understanding of the basic design and application of these derivatives in managing different risks.

Suggested Citation

  • Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Interest Rate Swaps, Credit, and Other Derivatives," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 12, pages 433-470, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789811261480_0012
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    More about this item

    Keywords

    Derivatives; Financial Derivatives; Derivative Markets; Forwards; Futures; Options; Shariah Compliant Derivatives; Islamic Derivatives;
    All these keywords.

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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