كتاب
5 The credit risk of interest rate products: 5.3 FRN analysis.
| العنوان: | 5 The credit risk of interest rate products: 5.3 FRN analysis. |
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| المؤلفون: | Kimber, Andrew |
| المصدر: | Credit Risk: From Transaction to Portfolio Management; 2003, p225-230, 6p, 1 Diagram, 2 Charts, 1 Graph |
| مستخلص: | Chapter 5.3 of the book "Credit Risk: From Transaction to Portfolio Management" is presented. It discusses floating rate note (FRN) analysis in the credit markets. FRN is similar to a normal bond but its coupon varies depending upon the prevailing level of a reference rate at each coupon reset date. One step involved in FRN analysis is exploring the risk management picture. |
| قاعدة البيانات: | Supplemental Index |
Full Text Finder | ردمك: | 9780750656672 |
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