Help Required!

Basis swap · Constant maturity swap · Credit default swap · Currency swap · Equity swap · Forex swap · Inflation swap · Interest rate swap · Total return swap · Variance swap · Volatility swap.

Anyone know where I can find out more information about the above? can anyone recommend good texts or know of anyone who could tutor me regarding the above?

Lovelyjaws

Have a look at " Principles of Financial Engineering" by Salih N. Neftci. Any book with financial engineering in the title should be useful.I think I have a Merrill Lynch pdf on constant maturity swaps and credit default swaps.I'll have a look and get back to you.

Are you studying for a college exam?

Lovelyjaws

Bit on inflation swaps in this:

http://www.classiccmp.org/transputer/finengineer/%5BLehman%20Brothers,%20Kerkhof%5D%20Inflation%20Derivatives%20Explained%20-%20Markets,%20Products,%20and%20Pricing.pdf

dunkamania

http://en.wikipedia.org/wiki/Basis_swap

I assume you have already checked wikipedia

Appreciate the help LovelyJaws and will try to get my hands on that book today.Yes I read through Wiki but my brain is small and need to get better explanations to the products. Not studying for exams, just trying to solve a market problem and believe the answer could lie within these theories. A Covered Call is probably the closest I have come to finding the solution.Anyway, appreciate the advice!