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Swaps

In: Chinese Yuan (Renminbi) Derivative Products

Author

Listed:
  • PETER G. ZHANG

    (Shanghai Futures Exchange, China)

Abstract

The following sections are included:Currency SwapsMalaysian Ringgit Currency SwapsKorean Won Currency SwapsCredit Default SwapsCredit DerivativesCredit Default SwapsGeographical Differences and Notional Amount OutstandingDifficulty in Pricing Credit Default SwapsTotal Return SwapsConcept of Total Return SwapsPopularity in AsiaKorean and Indonesian CounterpartiesJ.P. Morgan and Korean SecuritiesKorean TrustsSwaps in Singapore and Hong KongSingaporeHong KongSummary and Conclusions

Suggested Citation

  • Peter G. Zhang, 2004. "Swaps," World Scientific Book Chapters, in: Chinese Yuan (Renminbi) Derivative Products, chapter 15, pages 201-209, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812565839_0015
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