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Wiley Interest Rate Swaps and Derivatives Practitioner's Guide

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Description

Interest Rate Swaps and Their Derivatives: A Practitioner's Guide provides an up-to-date look at the evolution of interest rate swaps and derivatives. This Wiley Finance publication bridges the gap between theoretical concepts and their practical application in daily market operations. This comprehensive guide covers essential rates products, including swaps, options such as caps, floors, and swaptions, as well as CMS products and Bermudan callables. It also addresses the valuation techniques used for the exotics and structured-notes area, which is one of the most challenging segments of the market. By providing a balance of theory and real-world trading instruments, this book serves as a vital resource for understanding rate swaps and swap derivatives.

Key Features

This Wiley Finance guide bridges the gap between theory and the actual day-to-day use of interest rate instruments.

The text covers a wide range of rates products including swaps, swaptions, caps, and floors.

Readers can learn about specific products like CMS products and Bermudan callables.

The book provides information on valuation techniques for the exotics and structured-notes area of the market.

It offers a balance of relevant theory and real-world trading instruments for rate swaps and derivatives.

Product Specifications

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

Barcode

No barcode data available

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