Valuation of Interest Rate Swaps and Swaptions Hardback
by Gerald W. Buetow, Frank J. Fabozzi
Part of the Frank J. Fabozzi Series series
Hardback
- Information
Description
Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time.
These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk.
Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments.
Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.
Information
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Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:252 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:18/06/2000
- Category:
- ISBN:9781883249892
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:252 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:18/06/2000
- Category:
- ISBN:9781883249892
