Interest Rate Swaps and Their Derivatives

A Practitioner's Guide

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Éditeur :

Wiley


Collection :

Wiley Finance

Paru le : 2009-08-07



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Description

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 swaps and swap derivatives Uses simple settings and illustrations to reveal key results Written by an experienced trader who has worked with swaps, options, and exotics
With this book, author Amir Sadr shares his valuable insights with practitioners in the field of interest rate derivatives-from traders and marketers to those in operations.
Pages
272 pages
Collection
Wiley Finance
Parution
2009-08-07
Marque
Wiley
EAN papier
9780470443941
EAN PDF
9780470526088

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
272
Taille du fichier
2376 Ko
Prix
85,45 €
EAN EPUB
9780470526118

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
272
Taille du fichier
3441 Ko
Prix
85,45 €