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Description
Interest Rate SwapsAn 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
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.
Binding Type: Hardcover
Publisher: Wiley
Published: 09/01/2009
ISBN: 9780470443941
Pages: 247
Weight: 1.00lbs
Size: 9.00h x 6.00w x 1.00d
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