Total Return Swap -- from Wolfram Library Archive

Title

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

TRS withMathematica10.pdf (471.3 KB) - PDF Document

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