Электронная книга: Amir Sadr «Interest Rate Swaps and Their Derivatives. A Practitioner's Guide»

Interest Rate Swaps and Their Derivatives. A Practitioner's Guide

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 fieldof interest rate derivatives-from traders and marketers to those in operations.

Издательство: "John Wiley&Sons Limited (USD)"

ISBN: 9780470526088

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