Description

Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.

Valuation of Interest Rate Swaps and Swaptions

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Hardback by Gerald W. Buetow , Frank J. Fabozzi

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Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 18/06/2000
    ISBN13: 9781883249892, 978-1883249892
    ISBN10: 1883249899

    Number of Pages: 252

    Non Fiction , Business, Finance & Law

    Description

    Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.

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