02208nam a22004571i 4500 000707405 CaToSAGE 20240202172917.0 20190104174335.4 m|||||o||d|||||||| cr ||||||||||| 190104r20172017enka fo 000 0|eng|d NEZPRACOVANÝ IMPORT 9781526490025 (ebook) : No price (OCoLC)1089146781 CaToSAGE eng CaToSAGE rda pn UtOrBLW HG176.5 .V37 2017 332.015195 Varma, J. R. (Jayanth R.), author. Swap curve steepener / Jayanth R. Varma, Vineet Virmani. London : Indian Institute of Management, Ahmedabad, 2017. 1 online resource : illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier SAGE Knowledge. Cases Originally Published InVarma, J. R., & Virmani, V. (2017). Swap curve steepener. Ahmedabad, IN: Indian Institute of Management, Ahmedabad. The case is about a decision problem facing James on whether or not to invest in a structured product called the "CMS Steepener" issued by a large US investment bank. The payoff from the product is linked to two constant maturity swap (CMS) rates, and the investor profits if the difference between the two CMS rates increases or, alternatively, if the CMS curve steepens. The case describes the risks that investing in such a product poses, and presents relevant data on the CMS rates, term structure and recent financial history of the issuer to help resolve James's decision problem. Description based on XML content. elektronické knihy fd186907 czenas electronic books eczenas Finance Statistical methods Case studies. Business mathematics Case studies. Virmani, Vineet, author. SAGE Knowledge. Cases. SAGE Knowledge https://sk.sagepub.com/cases/swap-curve-steepener Plný text SBC EB NEPOSILAT EB