Interest rate swaps and their derivatives: a practitioner's guide
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, N.J.
Wiley
c2009
|
| Series: | Wiley finance series
|
| Subjects: | |
| Online Access: | UBG01 Volltext |
| Item Description: | Includes bibliographical references and index 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 swap |
| Physical Description: | 1 Online-Ressource (xxii, 247 p.) |
| ISBN: | 9781118267967 1118267966 9780470526088 0470526084 9780470526118 0470526114 9780470526095 0470526092 0470443944 |
Staff View
MARC
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| 245 | 1 | 0 | |a Interest rate swaps and their derivatives |b a practitioner's guide |c Amir Sadr |
| 264 | 1 | |a Hoboken, N.J. |b Wiley |c c2009 | |
| 300 | |a 1 Online-Ressource (xxii, 247 p.) | ||
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| 500 | |a Includes bibliographical references and index | ||
| 500 | |a 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 swap | ||
| 505 | 0 | |a Interest Rate Swaps and their Derivatives: A Practitioner's Guide; Contents; Preface; "RATES" MARKET; BACKGROUND; BOOK STRUCTURE; ACKNOWLEDGMENTS; About the Author; List of Symbols and Abbreviations; Part I: Cash, Repo, and Swap Markets; Chapter 1 :Bonds: It's All About Discounting; Chapter 2: Swaps: It's Still About Discounting; Chapter 3: Interest Rate Swaps in Practice; Chapter 4: Separating Forward Curve from Discount Curve; Part II: Interest-Rate Flow Options; Chapter 5: Derivatives Pricing: Risk-Neutral Valuation; Chapter 6: Black's World | |
| 650 | 4 | |a Interest rate swaps | |
| 650 | 4 | |a Interest rate futures | |
| 650 | 4 | |a Derivative securities | |
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Record in the Search Index
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| any_adam_object | |
| author | Sadr, Amir |
| author_facet | Sadr, Amir |
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| building | Verbundindex |
| bvnumber | BV041167539 |
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| contents | Interest Rate Swaps and their Derivatives: A Practitioner's Guide; Contents; Preface; "RATES" MARKET; BACKGROUND; BOOK STRUCTURE; ACKNOWLEDGMENTS; About the Author; List of Symbols and Abbreviations; Part I: Cash, Repo, and Swap Markets; Chapter 1 :Bonds: It's All About Discounting; Chapter 2: Swaps: It's Still About Discounting; Chapter 3: Interest Rate Swaps in Practice; Chapter 4: Separating Forward Curve from Discount Curve; Part II: Interest-Rate Flow Options; Chapter 5: Derivatives Pricing: Risk-Neutral Valuation; Chapter 6: Black's World |
| ctrlnum | (OCoLC)497041417 (DE-599)BVBBV041167539 |
| dewey-full | 332.63/23 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/23 |
| dewey-search | 332.63/23 |
| dewey-sort | 3332.63 223 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV041167539 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:41:11Z |
| institution | BVB |
| isbn | 9781118267967 1118267966 9780470526088 0470526084 9780470526118 0470526114 9780470526095 0470526092 0470443944 |
| language | English |
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| spelling | Sadr, Amir Verfasser aut Interest rate swaps and their derivatives a practitioner's guide Amir Sadr Hoboken, N.J. Wiley c2009 1 Online-Ressource (xxii, 247 p.) txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references and index 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 swap Interest Rate Swaps and their Derivatives: A Practitioner's Guide; Contents; Preface; "RATES" MARKET; BACKGROUND; BOOK STRUCTURE; ACKNOWLEDGMENTS; About the Author; List of Symbols and Abbreviations; Part I: Cash, Repo, and Swap Markets; Chapter 1 :Bonds: It's All About Discounting; Chapter 2: Swaps: It's Still About Discounting; Chapter 3: Interest Rate Swaps in Practice; Chapter 4: Separating Forward Curve from Discount Curve; Part II: Interest-Rate Flow Options; Chapter 5: Derivatives Pricing: Risk-Neutral Valuation; Chapter 6: Black's World Interest rate swaps Interest rate futures Derivative securities https://onlinelibrary.wiley.com/doi/book/10.1002/9781118267967 Verlag Volltext |
| spellingShingle | Sadr, Amir Interest rate swaps and their derivatives a practitioner's guide Interest Rate Swaps and their Derivatives: A Practitioner's Guide; Contents; Preface; "RATES" MARKET; BACKGROUND; BOOK STRUCTURE; ACKNOWLEDGMENTS; About the Author; List of Symbols and Abbreviations; Part I: Cash, Repo, and Swap Markets; Chapter 1 :Bonds: It's All About Discounting; Chapter 2: Swaps: It's Still About Discounting; Chapter 3: Interest Rate Swaps in Practice; Chapter 4: Separating Forward Curve from Discount Curve; Part II: Interest-Rate Flow Options; Chapter 5: Derivatives Pricing: Risk-Neutral Valuation; Chapter 6: Black's World Interest rate swaps Interest rate futures Derivative securities |
| title | Interest rate swaps and their derivatives a practitioner's guide |
| title_auth | Interest rate swaps and their derivatives a practitioner's guide |
| title_exact_search | Interest rate swaps and their derivatives a practitioner's guide |
| title_full | Interest rate swaps and their derivatives a practitioner's guide Amir Sadr |
| title_fullStr | Interest rate swaps and their derivatives a practitioner's guide Amir Sadr |
| title_full_unstemmed | Interest rate swaps and their derivatives a practitioner's guide Amir Sadr |
| title_short | Interest rate swaps and their derivatives |
| title_sort | interest rate swaps and their derivatives a practitioner s guide |
| title_sub | a practitioner's guide |
| topic | Interest rate swaps Interest rate futures Derivative securities |
| topic_facet | Interest rate swaps Interest rate futures Derivative securities |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118267967 |
| work_keys_str_mv | AT sadramir interestrateswapsandtheirderivativesapractitionersguide |