Sadar, Amir

Interest rate swaps and their derivatives: a practitioner's guide - New Jersey Wiley 2009 - xxii, 247 p.

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.(http://as.wiley.com/WileyCDA/WileyTitle/productCd-0470443944.html)

9780470443941


Derivative securities
Interest rate futures
Interest rate swaps

332.6323 / S2I6

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