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Interest Rate Swaps and Other Derivatives de Howard Corb

Interest Rate Swaps and Other Derivatives

Autor Howard Corb
en Limba Engleză Hardback – 13 sep 2012

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Specificații

ISBN-13: 9780231159647
ISBN-10: 0231159641
Pagini: 416
Ilustrații: 55 graphs, 50 recorded music items
Dimensiuni: 161 x 337 x 48 mm
Greutate: 0.91 kg
Editura: Columbia University Press

Cuprins

Preface
Acknowledgments
List of Abbreviations
1. An Introduction to Swaps
2. The Risk Characteristics and the Traditional Uses of Swaps
3. The Pricing of Swaps
4. Caps and Floors
5. Swaptions
6. Swaps with Embedded Options
7. Structured Notes
8. Relative Value and Macro Trades
9. More Recent Product Innovations
Appendixes
A. Refresher in Option Pricing
B. A Brief Review of Some Fixed Income Topics
C. A Closer Look at Day Count and Payment Conventions in Swaps
D. A Quick Look at Mortgages
E. The Normal Model
Solutions to Selected Problems
Bibliography
Index

Notă biografică