£46.99

Wiley Interest Rate Swaps and Their Derivatives: A Practitioner's Guide: 510 (Wiley Finance)

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£51.34 £42.90 £44.74 £46.58 £48.43 £50.27 £52.11 09 June 2024 04 November 2024 02 April 2025 29 August 2025 25 January 2026

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102 days 210 days · current 273 days 2 days 4 days 5 days 0 68 137 205 273 £44 £47 £48 £49 £50 £51 Days at Price

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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.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
11 September 2009
Listed Since
01 September 2008

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No barcode data available

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