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Wiley Valuation of Interest Rate Swaps and Swaptions: 80 (Frank J. Fabozzi Series)

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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.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
01 June 2000
Listed Since
30 December 2006

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