Interest Rate Swaps and Their Derivatives : A Practitioner's Guide Hardback
by Amir Sadr
Part of the Wiley Finance series
Hardback
- Information
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 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.
Information
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Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:272 pages, Charts: 28 B&W, 0 Color; Tables: 28 B&W, 0 Color
- Publisher:John Wiley & Sons Inc
- Publication Date:11/09/2009
- Category:
- ISBN:9780470443941
Other Formats
- PDF from £47.45
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Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:272 pages, Charts: 28 B&W, 0 Color; Tables: 28 B&W, 0 Color
- Publisher:John Wiley & Sons Inc
- Publication Date:11/09/2009
- Category:
- ISBN:9780470443941
