Valuation of Interest Rate Swaps and Swaptions

Download or Read eBook Valuation of Interest Rate Swaps and Swaptions PDF written by Gerald W. Buetow and published by John Wiley & Sons. This book was released on 2000-06-15 with total page 258 pages. Available in PDF, EPUB and Kindle.
Valuation of Interest Rate Swaps and Swaptions
Author :
Publisher : John Wiley & Sons
Total Pages : 258
Release :
ISBN-10 : 1883249899
ISBN-13 : 9781883249892
Rating : 4/5 (99 Downloads)

Book Synopsis Valuation of Interest Rate Swaps and Swaptions by : Gerald W. Buetow

Book excerpt: Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.


Valuation of Interest Rate Swaps and Swaptions Related Books

Valuation of Interest Rate Swaps and Swaptions
Language: en
Pages: 258
Authors: Gerald W. Buetow
Categories: Business & Economics
Type: BOOK - Published: 2000-06-15 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter diff
Currency Swaps
Language: en
Pages: 144
Authors: Brian Coyle
Categories: Business & Economics
Type: BOOK - Published: 2000 - Publisher: Global Professional Publishi

DOWNLOAD EBOOK

� Fully updated version of text formerly used for training by BPP � Diagrammatic representation of deal structures, pricing, and modeling � Full glossary
Securitisation Swaps
Language: en
Pages: 232
Authors: Mark Aarons
Categories: Business & Economics
Type: BOOK - Published: 2019-04-08 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Develop the skillset essential to successful securitisation swaps management Securitisation Swaps is a complete practitioner’s guide to this unique and comple
Swaps and Other Derivatives
Language: en
Pages: 393
Authors: Richard R. Flavell
Categories: Business & Economics
Type: BOOK - Published: 2010-01-19 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

"Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare comb
Financial Derivatives: Futures, Forwards, Swaps, Options, Corporate Securities, And Credit Default Swaps
Language: en
Pages: 232
Authors: George Michael Constantinides
Categories: Business & Economics
Type: BOOK - Published: 2014-12-18 - Publisher: World Scientific

DOWNLOAD EBOOK

Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk.This invaluable set of lectur