Interest Rate Swaps and Their Derivatives

A Practitioner's Guide

Business & Finance, Finance & Investing, Finance
Cover of the book Interest Rate Swaps and Their Derivatives by Amir Sadr, Wiley
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Author: Amir Sadr ISBN: 9780470526118
Publisher: Wiley Publication: August 7, 2009
Imprint: Wiley Language: English
Author: Amir Sadr
ISBN: 9780470526118
Publisher: Wiley
Publication: August 7, 2009
Imprint: Wiley
Language: English

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 swaps and swap derivatives
  • Uses simple settings and illustrations to reveal key results
  • Written by an experienced trader who has worked with swaps, options, and exotics

With this book, author Amir Sadr shares his valuable insights with practitioners in the field of interest rate derivatives-from traders and marketers to those in operations.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

With this book, author Amir Sadr shares his valuable insights with practitioners in the field of interest rate derivatives-from traders and marketers to those in operations.

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