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Beyond plain vanilla: a taxonomy of swaps

Author

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  • Peter A. Abken

Abstract

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Suggested Citation

  • Peter A. Abken, 1991. "Beyond plain vanilla: a taxonomy of swaps," Economic Review, Federal Reserve Bank of Atlanta, issue Mar, pages 12-29.
    • Handle: RePEc:fip:fedaer:y:1991:i:mar:p:12-29
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    Cited by:

    1. Bansal, Vipul K. & Marshall, John F. & Yuyuenyongwatana, Robert P., 1995. "Macroeconomic derivatives: More viable than first thought!," Global Finance Journal, Elsevier, vol. 6(2), pages 101-110.
    2. Tang, Kin-Boon & Zheng, Wen-Jie & Lin, Chao-Yang & Lin, Shih-Kuei, 2021. "Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    3. Bernard Saffran, 1991. "Recommendations for Further Reading," Journal of Economic Perspectives, American Economic Association, vol. 5(4), pages 237-243, Fall.
    4. Saunders, Kent T., 1999. "The interest rate swap: Theory and evidence," Journal of Corporate Finance, Elsevier, vol. 5(1), pages 55-78, March.

    More about this item

    Keywords

    Swaps (Finance);

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