A Simplified Method for pricing Interest Rate Swaps and Swaptions: Collected Swap Pricing Articles of David Smith

By David Roy Smith

This book is a collection of three articles written by David Smith on interest rate swap and swaption pricing. It is a simplified approach that uses the bootstrap method to derive a zero coupon curve.... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1535369442
• ISBN13: 9781535369442
• Release Date: August 2016
• Publisher: Createspace Independent Publishing Platform
• Length: 44 Pages
• Weight: 0.37 lbs.
• Dimensions: 0.1" x 8.5" x 11.0"