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Interest rate swaps and their derivatives : a practitioner's guide

Author: Amir Sadr
Publisher: Hoboken, N.J. : Wiley, ©2009.
Series: Wiley finance series.
Edition/Format:   eBook : Document : EnglishView all editions and formats
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  Read more...
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Genre/Form: Electronic books
Electronic book
Additional Physical Format: Print version:
Sadr, Amir, 1963-
Interest rate swaps and their derivatives.
Hoboken, N.J. : Wiley, ©2009
(DLC) 2009008840
(OCoLC)312096995
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Amir Sadr
ISBN: 9781118267967 1118267966 9780470526088 0470526084 9780470526118 0470526114 9780470526095 0470526092 9780470443941 0470443944 1282369148 9781282369146
OCLC Number: 497041417
Description: 1 online resource (xxii, 247 pages) : illustrations.
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.
Series Title: Wiley finance series.
Responsibility: Amir Sadr.

Abstract:

Interest Rate Derivatives is unique in that it is written by an experienced trader who has traded swaps, options and exotics. Sadr has written the book for practitioners in the field of interest  Read more...

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