Hi All, I’m having trouble with the swaps section of derivatives. Conceptually at a big picture level I have an idea of what’s going on. We wanna trade fixed for floating or vice versa with the use of financial instruments. However when it comes down to 1: valuing a swap 2. pricing a swap and 2. calculating who gets paid - I have no idea! This goes for the interest rate, currency and equity swaps! It’s confusing and I need some help pretty badly. Does anyone have a summary or a explanation to guide me through this? Any help on this would be greatly appreciated! Thanks in advance. Regards, slugamon
cpk123 Wrote: ------------------------------------------------------- > best swaps thread there ever was: > > http://www.analystforum.com/phorums/read.php?12,74 > 9056 Thanks CPK! So useful I just typed up a primer on how I’ll be using it from now till exam day. It’s in a new thread - I didn’t want to bump the old one because it’s filled with “thank you” posts and the title isn’t relevant.
In the words of Dave Hetherington: “Give away what you don’t want, and receive what you do.”
Thanks a lot for you help! Much appreciated!
What’s your thread supersadface?