Interest rate swaps and their derivatives : a practitioner's guide /

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Bibliographic Details
Author / Creator:	Sadr, Amir, 1963-
Imprint:	Hoboken, N.J. : Wiley, ©2009.
Description:	1 online resource (xxii, 247 pages) : illustrations
Language:	English
Series:	Wiley finance Wiley finance series.
Subject:	Interest rate swaps. Interest rate futures. Derivative securities. Derivative securities Interest rate futures Interest rate swaps
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/13595989

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

Table of 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.

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