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

By: Sadar, Amir
Material type: TextTextPublisher: New Jersey Wiley 2009Description: xxii, 247 p.ISBN: 9780470443941Subject(s): Derivative securities | Interest rate futures | Interest rate swapsDDC classification: 332.6323 Summary: 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)
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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)

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