UID:
almafu_9959327639102883
Umfang:
1 online resource (xxii, 247 pages) :
,
illustrations
ISBN:
9781118267967
,
1118267966
,
9780470526088
,
0470526084
,
9780470526118
,
0470526114
,
9780470526095
,
0470526092
,
9780470443941
,
0470443944
,
1282369148
,
9781282369146
Serie:
Wiley finance
Inhalt:
An up-to-date look at the evolution of interest rate swaps and derivatives. Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including swaps, options (cap/floors, swaptions), CMS products, and Bermudan callables. It also covers the main valuation techniques for the exotics/structured-notes area, which remains one of the most challenging parts of the market.: Provides a balance of relevant theory and real-world trading instruments for rate swap.
Anmerkung:
Interest Rate Swaps and their Derivatives: A Practitioner's Guide; Contents; Preface; "RATES" MARKET; BACKGROUND; BOOK STRUCTURE; ACKNOWLEDGMENTS; About the Author; List of Symbols and Abbreviations; Part I: Cash, Repo, and Swap Markets; Chapter 1 :Bonds: It's All About Discounting; Chapter 2: Swaps: It's Still About Discounting; Chapter 3: Interest Rate Swaps in Practice; Chapter 4: Separating Forward Curve from Discount Curve; Part II: Interest-Rate Flow Options; Chapter 5: Derivatives Pricing: Risk-Neutral Valuation; Chapter 6: Black's World.
Weitere Ausg.:
Print version: Sadr, Amir, 1963- Interest rate swaps and their derivatives. Hoboken, N.J. : Wiley, ©2009 ISBN 0470443944
Sprache:
Englisch
Schlagwort(e):
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118267967
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118267967
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118267967
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