Pepić, Marina (2014) Interest Rate Swaps. Economic analysis, 47 (3-4). pp. 69-80. ISSN 1821-2573
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Official URL: http://www.ien.bg.ac.rs/sr-lat/2014/2014-3-4
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 |
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| Additional Information: | COBISS.ID=211781644 |
| Uncontrolled Keywords: | interest rate risk, standard interest rate swap, non-standard interest rate swaps |
| Research Department: | ?? H1 ?? |
| 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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