The aim of this thesis is to provide an overview of how swaps are used today by the asset management industry. In the first two chapters is provided a background about derivatives, exchange traded and OTC markets. The third one provides a description of what these swaps are and how they are used in practical terms. Then the last chapter takes into consideration the risk methodologies related to the use of these instruments.
Equity Swap in Asset Management
Basso Valentina, Marco
2016/2017
Abstract
The aim of this thesis is to provide an overview of how swaps are used today by the asset management industry. In the first two chapters is provided a background about derivatives, exchange traded and OTC markets. The third one provides a description of what these swaps are and how they are used in practical terms. Then the last chapter takes into consideration the risk methodologies related to the use of these instruments.File in questo prodotto:
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.14247/3840