Cover Image

Swap curve steepener /

The case is about a decision problem facing James on whether or not to invest in a structured product called the "CMS Steepener" issued by a large US investment bank. The payoff from the product is linked to two constant maturity swap (CMS) rates, and the investor profits if the difference...

Full description

Bibliographic Details
Main Authors: Varma, J. R. (Jayanth R.) (Author), Virmani, Vineet (Author)
Format: eBook
Language:English
Published: London : Indian Institute of Management, Ahmedabad, 2017.
Series:SAGE Knowledge. Cases.
Subjects:
Finance > Statistical methods > Case studies.
Business mathematics > Case studies.
Finances > Méthodes statistiques > Études de cas.
Mathématiques financières > Études de cas.
Business mathematics
Finance > Statistical methods
Electronic books.
Case studies
Case studies.
Études de cas.
Online Access:Connect to the full text of this electronic book

Internet

Connect to the full text of this electronic book

Available Online

Holdings details from Available Online
Call Number: HG176.5 .V37 2017
 
Call Number Status Get It
HG176.5 .V37 2017 Available