Interest Rate Swaps

Pepić, Marina (2014) Interest Rate Swaps. Economic analysis, 47 (3-4). pp. 69-80. ISSN 1821-2573

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Abstract

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.

Item Type: Article
Additional Information: COBISS.ID=211781644
Uncontrolled Keywords: interest rate risk, standard interest rate swap, non-standard interest rate swaps
Subjects: H Social Sciences > H Social Sciences (General)
Depositing User: Jelena Banovic
Date Deposited: 30 Jan 2016 00:21
Last Modified: 30 Jan 2016 00:21
URI: http://ebooks.ien.bg.ac.rs/id/eprint/358

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