Interest Rate Swaps

by Amir Sadr

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,...

• Format: Hardcover
• Language: English
• ISBN: 0470443944
• ISBN13: 9780470443941
• Release Date: September 2009
• Publisher: Wiley
• Length: 272 Pages
• Weight: 1.00 lbs.
• Dimensions: 1.0" x 6.0" x 9.0"