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This monograph addresses the return side of the decision to use interest rate swaps or other interest-rate-contingent claims. Because the economic costs of decisions related to a company's policies toward debt maturities are important to stock price performance, the analysis in this monograph has practical implications for investment analysts. Brooks demonstrates how an at-the-market swap with a risk premium can have a significant impact on the expected return from using the swap.
- Sales Rank: #5844126 in Books
- Published on: 1991-01-15
- Original language: English
- Number of items: 1
- Dimensions: 9.00" h x .18" w x 6.14" l,
- Binding: Paperback
- 40 pages
About the Author
Robert Brooks, CFA, is an associate professor of finance at the University of Alabama, Board of Visitors Research Fellow in Finance, and president of Financial Risk Management, a derivatives consulting firm. He has served as a consultant regarding the management of financial risks for auditing firms, corporations, investment bankers, and commercial bankers. Mr. Brooks is the author of more than 30 articles that have appeared in such publications as the Journal of Financial and Quantitative Analysis, the Journal of Banking & Finance, and the Journal of Financial Engineering. He is also co-author of the book Interest Rate Risk Management: The Bankers Guide to Using Futures, Options, Swaps, and Other Derivative Instruments.
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