Hidden Bibliographic Details
| ISBN: | 9781118267967
1118267966
9780470526088
0470526084
9780470526118
0470526114
9780470526095
0470526092
9780470443941
0470443944
1282369148
9781282369146
0470443944
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| Notes: | Includes bibliographical references and index.
Print version record.
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| Summary: | 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
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| Other form: | Print version: Sadr, Amir, 1963- Interest rate swaps and their derivatives. Hoboken, N.J. : Wiley, ©2009 0470443944
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