19: Interest Rate Swaps
Lec 19-1: FT: Sovereign debt crises
Lec 19-2: Reading: FOMC Report (1952)
Lec 19-3: Treasury-swap spread, a puzzle
Lec 19-4: What is a swap?
Lec 19-5: Why swap? An example from Stigum
Lec 19-6: Market making in swaps
Lec 19-7: Money market swaps, example
Lec 19-8: Life in Arbitrage Land
Lec 19-9: Treasury-swap spread, liquidity risk or counterparty risk?