Forward Rate Agreement (Financial Engineering Series)

Author: Xiao Wen
Publisher:
Publish Date: 2004-11-01
Features: This book is divided into seven chapters: Chapter 1 reviews the basic theories of derivative products, serving as preparation for the subsequent chapters; Chapter 2 discusses the necessity and feasibility of China's financial market introducing the trading of forward rate agreements; Chapter 3 provides an overview of the global over-the-counter interest rate derivative market; Chapter 4 analyzes the technical characteristics of forward rate agreements; Chapter 5 explores the basic framework of China's forward rate agreement market; Chapter 6 presents a comprehensive design of the operational system for forward rate agreement trading by Chinese financial institutions; Chapter 7 discusses the possibility of derivative product companies serving as the main initiators for launching China's forward rate agreement market. This book is suitable for middle-office management personnel, fund management personnel, risk management personnel, derivative product developers, postgraduate students in financial majors at universities, and other interested readers.