| Description |
1 online resource (xxii, 247 pages) : illustrations |
| Series |
Wiley finance |
|
Wiley finance series.
|
| Contents |
Interest Rate Swaps and their Derivatives: A Practitioner's Guide; Contents; Preface; "RATES" MARKET; BACKGROUND; BOOK STRUCTURE; ACKNOWLEDGMENTS; About the Author; List of Symbols and Abbreviations; Part I: Cash, Repo, and Swap Markets; Chapter 1 :Bonds: It's All About Discounting; Chapter 2: Swaps: It's Still About Discounting; Chapter 3: Interest Rate Swaps in Practice; Chapter 4: Separating Forward Curve from Discount Curve; Part II: Interest-Rate Flow Options; Chapter 5: Derivatives Pricing: Risk-Neutral Valuation; Chapter 6: Black's World |
| Summary |
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 swap |
| Bibliography |
Includes bibliographical references and index |
| Notes |
Print version record |
| Subject |
Interest rate swaps.
|
|
Interest rate futures.
|
|
Derivative securities.
|
|
BUSINESS & ECONOMICS -- Investments & Securities -- Bonds.
|
|
Derivative securities
|
|
Interest rate futures
|
|
Interest rate swaps
|
| Form |
Electronic book
|
| LC no. |
2009008840 |
| ISBN |
9781118267967 |
|
1118267966 |
|
9780470526088 |
|
0470526084 |
|
9780470526118 |
|
0470526114 |
|
9780470526095 |
|
0470526092 |
|
9780470443941 |
|
0470443944 |
|
1282369148 |
|
9781282369146 |
|
