Currency and Interest Rate Swaps - Stanford University

TTh 3:15-4:30 Gates B01

Final Exam MS&E 247S Friday Aug 14 2009 12:15PM-3:15PM Gates B01 (alternate arrangement ???) Or Saturday Aug 15 2009 7PM-10PM Gates B01 (official date and time ???)

Remote SCPD participants will also take the exam on Friday, 8/14. Please Submit Exam Proctor's Name, Contact info as SCPD requires, also c.c. to

ffuy@Stanford.edu, preferably a week before the exam. Local SCPD students please come to Stanford to take the exam. Light

refreshments will be served.

Handout #16 Derivative Security Markets

Currency and Interest Rate Swaps



Reading Assignments for this Week

Levich Luenberger

Scan

Read

Chap 13

Pages

Currency and Interest Rate Swaps

Chap

Pages

Solnik

Chap

Pages

McDonald Ch 8 Swaps Pages 219-246

Fundamentals of Derivative Markets

Wooldridge Chap

Pages

13-2

Derivative Security Markets

Currency and Interest Rate Swaps

MS&E 247S International Investments Yee-Tien Fu

Medical Swap vs. Financial Swap



13-4

Mileage Swap vs. Financial Swap

Frequent flier programs have been around for nearly three decades and billions of miles go unused. Airlines used to prohibit swaps of frequent-flier miles - it's still in the fine print of many loyalty programs. But now some are perfectly fine with exchanges like the one that Hintz made they collect a fee on every trade.

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