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SWAPS |
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| Organization | Title | Description |
| Interest Rate Swap | ||
| Green Interest Rate Swap Management | What is an interest rate swap? | Definition, introduction |
| In-The-Money - derivatives, futures, options, derivatives, options | Plain-vanilla interest rate swap | Definition |
| ifci | Interest Rate Swap | Definition |
| Rupp's Insurance & Risk Management Glossary | interest rate swap | Definition |
| Fleet | Interest Rate Swap | Definition |
| CREDIT SUISSE | CREDIT SUISSE - Interest rate swap | Definition |
| Numa.com | Interest rate swap | Definition |
| Financial Pipeline | Interest Rate Swap | Definition |
| Mellon Corp-Inst Risk Management | Interest Rate Swap | Definition |
| n.a. | Interest Rate Swaps | Definition, Example |
| HSBC | Interest Rate Swap | Definition, example |
| Internet International Securities Education Corporation | Interest Rate Swap | Tutorial |
| American City Business Journals Inc | Interest rate swap can be useful for corporate borrower | News |
| The Economics Times | Feb 27 2001 FINANCE ICICI ends interest rate swap with HSBC | News |
| The Times of India | Asian currency swap plan could progress at ADB meet | News |
| IDG.net | First Internet interest rate swap executed | News |
| UNBC | Interest rate & currency swaps | Example |
| UNBC | Structure and Pricing of an Interest Rate Swap | Example |
| UNBC | Bombardier - interest rate swap example | Example |
| AIB Corporate & Commercial Treasury | Interest-Rate Swaps (IRS) for cash managers | Example |
| AIB Corporate & Commercial Treasury | Interest Rate Swaps (IRS) for borrowers | Example |
| Dr.Niranjan Tripathy, FIREL Department, University of North Texas | Interest Rate Swaps: 1, 2, 3, 4, 5, 6 | Example |
| Kent Saunders Clemson University |
The Interest Rate Swap: Theory and Evidence | Working paper, abstract |
| Mark Grinblatt University of California at Los Angeles |
An Analytic Solution for Interest Rate Swap Spreads | Working paper, abstract |
| Marti Subrahmanyam,
Young Eom and Jun Uno New York University, Yonsei University and Japan OptiMark Systems, Inc. |
The International Linkage of Interest Rate Swap Spreads: The Yen-Dollar Markets | Working paper, abstract |
| NYU Salomon Center | Credit risk and the Pricing of Japanese Yen Interest Rate Swap | Working paper abstract |
| Federal Reserve Bank of Atlanta | Interest Rate Swaps and Economic Exposure | Working paper |
| Darrell Duffie and
Kenneth Singleton Stanford University and Stanford University |
An Econometric Model of the Term Structure of Interest-Rate Swap Yields | Research paper , abstract |
| Hans Algera, Hogeschool voor Economische Studies, International School of Economics Rotterdam | The Use of Interest Rate Swaps, A challenging Management Tool | Case Study |
| gtnews article | Guide to regional currency hedging, including risk identification and suggested derivative tools | Case Study |
| Currency Swap, Currency Coupon Swap | ||
| In-The-Money - derivatives, futures, options, derivatives, options | Currency swap | Definition |
| Rupp's Insurance & Risk Management Glossary | Currency swap | Definition |
| Mellon Corp-Inst Risk Management | Cross Currency Swap | Definition |
| Fleet | Cross-Currency Swap | Definition |
| ifci | Currency Swap | Definition |
| Finance-Glossary.com | Currency swap | Definition |
| Financial Pipeline | Currency Swap | Definition |
| Equity Analytics, Ltd | Futures Currency Swaps -The Very Basics | Definition |
| n.a. | CROSS CURRENCY SWAP | Definition, example |
| HSBC | Cross Currency Swap | Definition, example |
| UNBC | US Dollar Currency Swap Rate Yield Curve | Example |
| Dr.Niranjan Tripathy, FIREL Department, University of North Texas | Currency Swap Agreement: 1, 2, 3 | Example |
| AIB Corporate & Commercial Treasury | Cross Currency Interest Rate Swaps for borrowers | Example |
| BibEc | China's Foreign Currency Swap Market | Working paper |
| The Economics Times | APR 22 2000 WORLD Asian currency swap deal may mobilize huge fund | News |
| The Times of Indian | 27 June 2000 : Currency swap market in RBI's noose | News |
| Centre for Financial Research, Cambridge University | Numerical Valuation of Cross-Currency Swaps and Swaptions | Research paper |
| DERIVATIVES R US | Currency Swaps | Research paper |
| FinanceWise | Currency Swaps Primer | Report |
| Commodity Swap | ||
| ifci | Commodity Swap | Definition |
| WallStreetView.com | Commodity Swap | Definition |
| Financial Pipeline | Commodity Swaps | Definition |
| GEORG SCHOKLITSCH | Commodity Swap | Definition |
| DERIVATIVES R US | Commodity Swaps | Research paper |
| Equity Swap, Equity-linked Swap | ||
| In-The-Money - derivatives, futures, options, derivatives, options | Equity swap | Definition |
| Mellon Corp-Inst Risk Management | Equity Swap | Definition |
| Financial Pipeline | Equity Swap | Definition |
| ifci | Equity Swap | Definition |
| Campbell R. Harvey's Hypertextual Finance Glossary | Equity Swap | Definition |
| internet.com | BroadcastAmerica Makes Unusual Equity | News |
| E-BUSINESS ADVISOR | Examine the Equity Swap Stakes | News |
| Financial Newsletter Financial Matters | Equity-Linked Debt and Equity Swaps | Research paper |
| Don Rich, Northeastern University | A Note on the Valuation and Hedging of Equity Swaps | Research paper, abstract |
| William Lin, Boston
University |
Pricing Equity Swaps | Working paper, abstract |
| Bond Swap, Switch, Tax Swap | ¡@ | ¡@ |
| The Bond Market Association | What Is a Bond Swap? | Definition |
| The Syndicate Your Financial Homepage | The Anatomy of a Bond Swap | Definition |
| Piper Jaffray | Bond Strategies | Definition |
| n.a. | Bond (Tax) Swap | Definition |
| Invest FAQ | Tax Code:Tax Swaps | Definition, example |
| HKSAR | Mortgage & Bond Asset Swap Programme Signing Ceremony with DHB | News |
| TaiwanNewEconomy |
Convertible Cooperate Bond, Bond Swap Warrant Open to Foreigners |
News |
| THE JAPAN LAWLETTER | 1/84 BOND SWAP DEALS TO BE LIBERALIZED. | News |
| Yahoo | Argentine stocks close higher, applauding bond swap | News |
| Yahoo | Argentine stocks up, cheered by bond swap | News |
| BradyNet, Inc. | Principal points of the proposed bond swap | n.a. |
| The Bond Market Association | Why You Would Consider Swapping | Guide |
| The Bond Market Association | Some Important Rules for Tax Swapping | Guide |
| Bonds/Fixed Income | Should You Do a Tax Swap? | Article |
| OTC Derivatives | ||
| Brown & Wood | What Is a SWAP? | Definition |
| Ueda Harlow, Ueda Butler (Treasury Services) | What is Derivatives? | Comparision |
| Bob Jensen, Trinity University | The Theory of Interest Rate Swap Overhedging | Working paper |
| Richard Briffett, Emory Law School Tax Server | AN INTRODUCTION TO DERIVATIVE INSTRUMENTS | Definition, pricing |
| ACCA | SWAPS By Stewart Maugham, lecturer, writer and consultant in financial managment. Relevant to paper 14 | Definition, example (very useful) |
|
Bruce Collins, Ph.D., Associate Professor of Finance, Western Connecticut State University |
THE USE OF OTC DERIVATIVES IN EQUITY INVESTMENT STRATEGIES | Research paper |
| Tilburg University, Center for Economic Research | Libor and swap market models for the pricing of interest rate derivatives : an empirical analysis | Research paper |
| ISDA | ISDA | n.a. |
| LIFFE | Calculator - Swapnote.xls | Calculator |