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Hisse Senedi Swapları ve Hisse Senedi Swaplarının Fiyatlandırılması

Year 2007, Issue: 33, 61 - 72, 01.01.2007

Abstract

Swap, iki taraf arasında nakit akışlarının değişimine imkan veren bir sözleşmedir. Swapın en yaygın türlerinin faiz ve para swapları olmasına karşın, hisse senedi swaplarının kullanımı da uluslararası finansal piyasalarda giderek artmaktadır. Hisse senedi swapı, swap taraflarından birinin diğer tarafa, bir hisse senedinin veya hisse senedi endeksinin getirisine bağlı ödemeler yaptığı ve diğer swap tarafının da ilk tarafa sabit bir faiz oranına, değişken bir faiz oranına veya başka bir hisse senedinin veya hisse senedi endeksinin getirisine bağlı ödemeler yaptığı bir işlemdir. Tezgah üstü piyasalarda işlem gören hisse senedi swaplarının farklı türleri bulunmaktadır. Bu çalışmanın amacı, hisse senedi swapları ve hisse senedi swaplarının fiyatlaması hakkında genel bir bilgi vermektir.

Abstract (Equity Swaps and Pricing of Equity Swaps)

Year 2007, Issue: 33, 61 - 72, 01.01.2007

Abstract

A swap is an agreement between two counter parties to exchange cash flows. Although, the most
common types of swaps are interest rate swaps and currency swaps, using of equity swaps has
increased rapidly in the international financial markets. An equity swap is a transaction in which one
party agrees to make to the other a series of payments that are determined by the return on a stock or
stock index, and in turn, the other party makes to the first party a series of payments that can be at a
fixed rate, a floating rate or the return on another stock or index. Equity swaps which trade in the overthe-counter
market have various types. The purpose of this article is to give a general knowledge about
equity swaps and pricing of equity swaps.

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Details

Other ID JA29MB24KC
Journal Section Research Article
Authors

Lale Karabıyık This is me

Adem Anbar This is me

Publication Date January 1, 2007
Submission Date January 1, 2007
Published in Issue Year 2007 Issue: 33

Cite

APA Karabıyık, L., & Anbar, A. (2007). Abstract (Equity Swaps and Pricing of Equity Swaps). The Journal of Accounting and Finance(33), 61-72.
AMA Karabıyık L, Anbar A. Abstract (Equity Swaps and Pricing of Equity Swaps). The Journal of Accounting and Finance. January 2007;(33):61-72.
Chicago Karabıyık, Lale, and Adem Anbar. “Abstract (Equity Swaps and Pricing of Equity Swaps)”. The Journal of Accounting and Finance, no. 33 (January 2007): 61-72.
EndNote Karabıyık L, Anbar A (January 1, 2007) Abstract (Equity Swaps and Pricing of Equity Swaps). The Journal of Accounting and Finance 33 61–72.
IEEE L. Karabıyık and A. Anbar, “Abstract (Equity Swaps and Pricing of Equity Swaps)”, The Journal of Accounting and Finance, no. 33, pp. 61–72, January 2007.
ISNAD Karabıyık, Lale - Anbar, Adem. “Abstract (Equity Swaps and Pricing of Equity Swaps)”. The Journal of Accounting and Finance 33 (January 2007), 61-72.
JAMA Karabıyık L, Anbar A. Abstract (Equity Swaps and Pricing of Equity Swaps). The Journal of Accounting and Finance. 2007;:61–72.
MLA Karabıyık, Lale and Adem Anbar. “Abstract (Equity Swaps and Pricing of Equity Swaps)”. The Journal of Accounting and Finance, no. 33, 2007, pp. 61-72.
Vancouver Karabıyık L, Anbar A. Abstract (Equity Swaps and Pricing of Equity Swaps). The Journal of Accounting and Finance. 2007(33):61-72.