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Interest Rate Swaps

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May 1, 2024 5 minute read
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Interest Rate Swaps are financial contracts that allow two parties to exchange interest rate payments on a notional principal amount. They are used to manage or hedge against interest rate risk and can be used for a variety of purposes, such as locking in a fixed interest rate, managing currency risk, or gaining exposure to different interest rate environments.

What is an Interest Rate Swap?

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Reading list

We've selected five books that we think will supplement your learning. Use these to develop background knowledge, enrich your coursework, and gain a deeper understanding of the topics covered in Interest Rate Swaps.
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Measuring and Controlling Interest Rate and Credit...
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Provides a comprehensive overview of the theory and practice of interest rate swaps.
Measuring and Controlling Interest Rate and Credit...
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Measuring and Controlling Interest Rate and Credit...
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Stochastic Calculus for Finance I
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Provides a comprehensive overview of the theory and practice of stochastic calculus, which is used in the pricing and hedging of interest rate swaps.
Stochastic Calculus for Finance I: The Binomial...
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By Steven Shreve - Stochastic Calculus for Finance...
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Stochastic Calculus for Finance I: The Binomial...
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Enterprise Risk Management in Finance
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Provides a comprehensive overview of the theory and practice of risk management for financial institutions, including the use of interest rate swaps to manage interest rate risk.
Enterprise Risk Management in Finance
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Enterprise Risk Management in Finance
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Risk Management in Small and Medium Enterprises
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Provides a practical guide to understanding and managing interest rate risk, including the use of interest rate swaps.
Risk Management in Small and Medium Enterprises...
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Risk Management in Small and Medium Enterprises...
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Securities Regulation
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Provides a concise overview of the theory and practice of interest rate swaps.
Securities Regulation
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Securities Regulation
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