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Interest Rate Swaps and Their Derivatives

ebook

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 derivatives
  • Uses simple settings and illustrations to reveal key results
  • Written 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.


    Expand title description text
    Series: Wiley Finance Publisher: Wiley

    Kindle Book

    • Release date: August 4, 2009

    OverDrive Read

    • ISBN: 9780470526118
    • Release date: August 4, 2009

    EPUB ebook

    • ISBN: 9780470526118
    • File size: 3539 KB
    • Release date: August 4, 2009

    Formats

    Kindle Book
    OverDrive Read
    EPUB ebook

    Languages

    English

    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 derivatives
  • Uses simple settings and illustrations to reveal key results
  • Written 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.


    Expand title description text
    • Details

      Publisher:
      Wiley

      Kindle Book
      Release date: August 4, 2009

      OverDrive Read
      ISBN: 9780470526118
      Release date: August 4, 2009

      EPUB ebook
      ISBN: 9780470526118
      File size: 3539 KB
      Release date: August 4, 2009

    • Creators
    • Formats
      Kindle Book
      OverDrive Read
      EPUB ebook
    • Languages
      English