The Resource Interest rate swaps and their derivatives : a practitioner's guide, Amir Sadr

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

Label
Interest rate swaps and their derivatives : a practitioner's guide
Title
Interest rate swaps and their derivatives
Title remainder
a practitioner's guide
Statement of responsibility
Amir Sadr
Creator
Subject
Language
eng
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
Member of
Cataloging source
TEFOD
Dewey number
332.63/23
Illustrations
illustrations
Index
index present
LC call number
HG6024.5
LC item number
.S32 2009eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Wiley finance
Label
Interest rate swaps and their derivatives : a practitioner's guide, Amir Sadr
Publication
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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
Control code
ocn497041417
Dimensions
unknown
Extent
1 online resource (xxii, 247 pages)
Form of item
online
Isbn
9781118267967
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
a473d96f-6f6d-43bd-83f7-d37060f2bf25
http://library.link/vocab/recordID
.b24397891
Specific material designation
remote
System control number
  • (OCoLC)497041417
  • pebco0470443944

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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