Interest Rate Swaps and Their Derivatives - 9780470443941
Un libro in lingua di Amir Sadr edito da John Wiley & Sons Inc, 2009
- € 80.30
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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.
Informazioni bibliografiche
- Titolo del Libro in lingua: Interest Rate Swaps and Their Derivatives
- Sottotitolo: A Practitioner's Guide
- Lingua: English
- Autore: Amir Sadr
- Editore: John Wiley & Sons Inc
- Collana: John Wiley & Sons Inc (Hardcover)
- Data di Pubblicazione: 08 Settembre '09
- Genere: BUSINESS and ECONOMICS
- Argomenti : Interest rate swaps Interest rate futures Derivative securities
- Pagine: 247
- Dimensioni mm: 241 x 158 x 25
- ISBN-10: 0470443944
- EAN-13: 9780470443941