Velký výběr
Nabízíme miliony knih v angličtině. Od beletrie až po ty nejodborněji odborné.
ISBN | 9780470443941 |
---|---|
Autor | Sadr Amir |
Vydavatel | Wiley |
Jazyk | english |
Vazba | Pevná vazba |
Rok vydání | 2009 |
Počet stran | 272 |
An up-to-date look at the evolution of interest rate swaps andderivatives
Interest Rate Swaps and Derivatives bridges the gapbetween the theory of these instruments and their actual use inday-to-day life. This comprehensive guide covers the main "rates"products, including swaps, options (cap/floors, swaptions), CMSproducts, and Bermudan callables. It also covers the main valuationtechniques for the exotics/structured-notes area, which remains oneof the most challenging parts of the market.
With this book, author Amir Sadr shares his valuable insightswith practitioners in the field of interest rate derivatives-fromtraders and marketers to those in operations.