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关于HANDBOOK中Total return swap的疑问
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在HANDBOOK 6TH的page 569 example 23.9: Helman bank has made a loan of USD 300 million at 6.5% per annum.Helman enters into a TRS under which it will pay the interest on the loan plus the change in t ...
2011-11-10 23:53 - ilovedhg2 - CFA、CVA、FRM等金融考证论坛
Total return swap
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06年的一道题 notes credit risk page198 no.40
In a
total return swap, the buyer of credit risk passes on any appreciation in the value of underlying asset to the seller of risk.
答案说这个不对,应 ...
2009-11-19 12:19 - purpleye - CFA、CVA、FRM等金融考证论坛