Currency swap and interest rate swap as corporate financial instruments.

• Other Authors: Lai, Cheuk-wai.
• Format: Others
• Language: English
• Published: Chinese University of Hong Kong 1990
• Subjects: Foreign exchange futures; Hedging (Finance)
• Online Access: http://library.cuhk.edu.hk/record=b5886361; http://repository.lib.cuhk.edu.hk/en/item/cuhk-318527

by Lai, Cheuk-wai Charles, Ng, Kwok-kwong Philip. === Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. === Bibliography: leaves 63-65. === TABLE OF CONTENTS === ABSTRACT --- p.i === TABLE OF CONTENTS --- p.ii === LIST OF EXHIBITS --- p.iv === ACKNOWLEDGEMENTS --- p.v === Chapter === Chapter I. --- INTRODUCTION --- p.1 === Chapter II. --- METHODOLOGY --- p.4 === Chapter III. --- INTEREST RATE SWAP --- p.7 === Basic Mechanism of Interest Rate Swap --- p.7 === Interest Rate Swap in Its Simplest Form --- p.8 === Interest Rate Swap with Intermediary --- p.9 === Basis Swap --- p.11 === Arbitrage --- p.12 === Application --- p.16 === New Instruments --- p.21 === Chapter IV. --- CURRENCY SWAP --- p.25 === Swap in Foreign Exchange Market --- p.25 === Swap in Capital Market --- p.26 === Chapter V. --- COMPARISON BETWEEN SWAP AND OTHER INSTRUMENTS --- p.38 === Chapter VI. --- RISKS ATTACHING SWAP CONTRACTS --- p.41 === Interest Rate Risk --- p.43 === Default Risk --- p.45 === Chapter VII. --- SWAPS IN PRACTICAL ENVIRONMENT --- p.57 === New Attitudes of Swap Intermediaries --- p.57 === Situations and Prospect of Swap Market --- p.59 === Empirical Use of Swap in the Market --- p.60 === Chapter VIII. --- CONCLUSION --- p.61 === BIBLIOGRAPHY --- p.63