{"id":263,"date":"2019-01-15T16:16:33","date_gmt":"2019-01-15T21:16:33","guid":{"rendered":"https:\/\/sites.bu.edu\/perry\/?page_id=263"},"modified":"2019-01-17T16:05:19","modified_gmt":"2019-01-17T21:05:19","slug":"19-interest-rate-swaps","status":"publish","type":"page","link":"https:\/\/sites.bu.edu\/perry\/lectures\/mb-lectures\/section-2\/19-interest-rate-swaps\/","title":{"rendered":"19:  Interest Rate Swaps"},"content":{"rendered":"<p><strong><a href=\"\/perry\/files\/2019\/01\/Lec-19-Interest-Rate-Swaps.pdf\" target=\"_blank\" rel=\"noopener\">Lecture PDF<\/a><\/strong><\/p>\n<p>Lec 19-1: FT: Sovereign debt crises<\/p>\n<p><a href=\"http:\/\/www.ft.com\/intl\/cms\/s\/0\/e5366158-3890-11e2-981c-00144feabdc0.html#axzz399EaiUPt\"><span style=\"font-weight: 400;\">FT article link, Greece<\/span><\/a><\/p>\n<p><a href=\"https:\/\/d396qusza40orc.cloudfront.net\/money2\/Financial%20Times%20-%20Argentina%20debt%20Nov%2027.pdf\"><span style=\"font-weight: 400;\">FT article link, Argentina<\/span><\/a><\/p>\n<p><a href=\"https:\/\/d396qusza40orc.cloudfront.net\/money2\/Financial%20Times%20-%20Argentina%20debt%20Nov%2027.pdf\"><iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/WXOw8n1YBZU\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/a><\/p>\n<p>Lec 19-2: Reading: FOMC Report (1952)<br \/>\n<iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/dlaIO_35Vp8\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/p>\n<p>Lec 19-3: Treasury-swap spread, a puzzle<br \/>\n<iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/snG05OFavjU\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/p>\n<p>Lec 19-4: What is a swap?<br \/>\n<iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/nCrxDIuCZ2Y\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/p>\n<p>Lec 19-5: Why swap? An example from Stigum<br \/>\n<iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/B57VC6qKmA0\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/p>\n<p>Lec 19-6: Market making in swaps<br \/>\n<iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/HjeQRfq8WE4\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/p>\n<p>Lec 19-7: Money market swaps, example<br \/>\n<iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/T9TfVmhp3EY\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/p>\n<p>Lec 19-8: Life in Arbitrage Land<br \/>\n<iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/0WiQpgTIvRo\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/p>\n<p>Lec 19-9: Treasury-swap spread, liquidity risk or counterparty risk?<br \/>\n<iframe loading=\"lazy\" width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/RYsIpeGpQms\" frameborder=\"0\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Lecture PDF Lec 19-1: FT: Sovereign debt crises FT article link, Greece FT article link, Argentina 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 [&hellip;]<\/p>\n","protected":false},"author":15799,"featured_media":0,"parent":249,"menu_order":7,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"_links":{"self":[{"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/pages\/263"}],"collection":[{"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/users\/15799"}],"replies":[{"embeddable":true,"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/comments?post=263"}],"version-history":[{"count":3,"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/pages\/263\/revisions"}],"predecessor-version":[{"id":627,"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/pages\/263\/revisions\/627"}],"up":[{"embeddable":true,"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/pages\/249"}],"wp:attachment":[{"href":"https:\/\/sites.bu.edu\/perry\/wp-json\/wp\/v2\/media?parent=263"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}