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Total Return Swap
Author

Igor Hlivka
Revision date

2014-11-03
Description

Total return swaps [TRS} are successful adaptation of the traditional swaps format to synthetic replication of the economic performance of tradable underling asset. The central concept of this structure is an access to the asset’s performance without actually owning it which makes this structure an attractive alternative to physical investing into many markets (equity, commodity, credit, fx etc.).
Subjects

*Business and Economics
*Business and Economics > Finance
Keywords

Financial derivative
Downloads

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TRS withMathematica10.pdf (471.3 KB) - PDF Document