Mercado de Derivados Financieros: Swaps (Market of Financial Derivatives: Swaps)

52 Pages Posted: 19 Aug 2013 Last revised: 2 Apr 2020

See all articles by Juan Mascareñas

Juan Mascareñas

Universidad Complutense de Madrid

Date Written: July 1, 2017

Abstract

Spanish Abstract: En esta monografía se describen las permutas financieras o swaps: qué son, sus características, el riesgo en las operaciones swap, la cancelación de un swap de intereses, swaps de activos, swaps de acciones, swaps de divisas, swaps de créditos insolventes (CDS), y un método de valoración de los swaps de tipos de interés basado en la curva cupón-cero.

English Abstract: In this monograph the swaps are analyzed: what they are, their characteristics, their risks, how to terminate a swap contract, asset swaps, equity swaps, currency swaps, credit default swaps (CDS), and an IRS valuation method based on coupon-zero yield curve.

Note: Downloadable document is in Spanish.

Keywords: interest rate swap, currency swap, equity swap, asset swap, IRS valuation

JEL Classification: G13

Suggested Citation

Mascareñas, Juan, Mercado de Derivados Financieros: Swaps (Market of Financial Derivatives: Swaps) (July 1, 2017). Available at SSRN: https://ssrn.com/abstract=2312030 or http://dx.doi.org/10.2139/ssrn.2312030

Juan Mascareñas (Contact Author)

Universidad Complutense de Madrid ( email )

Avda. de Séneca 2
Madrid, 28040
Spain

HOME PAGE: http://www.ucm.es

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