Skip to main content alibris logo
Interest Rate Swaps - Sadr, Amir
Filter Results
Shipping
Item Condition
Seller Rating
Other Options
Change Currency

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 ...

loading
Interest Rate Swaps 2009, Wiley, Hoboken, NJ

ISBN-13: 9780470443941

Hardcover