Interest Rate Swaps and Their Derivatives: A Practitioner’s Guide (Wiley Finance Book 510) (English Edition)
Price: 45,37 €
(as of Aug 29, 2023 01:37:08 UTC – Details)
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 derivativesUses simple settings and illustrations to reveal key resultsWritten 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.
ASIN : B002M0HH6Q
Éditeur : Wiley; 1er édition (7 août 2009)
Langue : Anglais
Taille du fichier : 7795 KB
Synthèse vocale : Activée
Lecteur d’écran : Pris en charge
Confort de lecture : Activé
X-Ray : Non activée
Word Wise : Non activé
Pense-bêtes : Sur Kindle Scribe
Nombre de pages de l’édition imprimée : 355 pages