Swaps and Other Derivatives
Seiten
2002
John Wiley & Sons Ltd (Verlag)
978-0-471-49589-5 (ISBN)
John Wiley & Sons Ltd (Verlag)
978-0-471-49589-5 (ISBN)
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A guide to market Swaps and Other Instruments. It focuses on pricing and hedging of swaps. It shows how various models work in practice and how they can be built. It also covers options and interest rates as they relate to swaps and includes coverage of credit, commodity, and equity swaps.
Swaps and Other Instruments focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as they relate to swaps, as they are often traded together. The book will include coverage of all the latest swaps including credit, commodity and equity swaps. Exercises and simulations are also provided on an accompanying CD ROM, including Excel spreadsheets enabling the reader to simulate and build their own spreadsheet models.
Swaps and Other Instruments focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as they relate to swaps, as they are often traded together. The book will include coverage of all the latest swaps including credit, commodity and equity swaps. Exercises and simulations are also provided on an accompanying CD ROM, including Excel spreadsheets enabling the reader to simulate and build their own spreadsheet models.
RICHARD FLAVELL has spent 15 years of varying experiences as a financial engineer for ANZ Merchant Bank in London, as a trainer and consultant to banks world wide, and as Director of Financial Engineering at Lombard Risk Systems responsible for all the mathematics in the various pricing and risk management systems.
Preface and Acknowledgements.Introduction. Short term Interest Rate Swaps. Generic Interest Rate Swaps. The Pricing and Valuation of Non generic Swaps. More Complex Swaps. Cross currency Swaps. Interest Rate OTC Options. Traditional Market Risk Management. Imperfect Risk Management.Index.
| Erscheint lt. Verlag | 25.4.2002 |
|---|---|
| Reihe/Serie | Wiley Finance |
| Zusatzinfo | Ill. |
| Verlagsort | Chichester |
| Sprache | englisch |
| Maße | 196 x 252 mm |
| Gewicht | 1192 g |
| Einbandart | gebunden |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
| ISBN-10 | 0-471-49589-1 / 0471495891 |
| ISBN-13 | 978-0-471-49589-5 / 9780471495895 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
| Haben Sie eine Frage zum Produkt? |
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