Description

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.

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

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RRP: £73.00 You save £7.30 (10%)
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Hardback by Amir Sadr

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Short Description:

An up-to-date look at the evolution of interest rate swaps and derivatives Interest Rate Swaps and Derivatives bridges the gap... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 11/09/2009
    ISBN13: 9780470443941, 978-0470443941
    ISBN10: 0470443944

    Number of Pages: 272

    Non Fiction , Business, Finance & Law

    Description

    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.

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