Research Catalog
Interest rate swaps and their derivatives : a practitioner's guide
- Title
- Interest rate swaps and their derivatives : a practitioner's guide / Amir Sadr.
- Author
- Sadr, Amir, 1963-
- Publication
- Hoboken, N.J. : Wiley, [2009], ©2009.
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
Not available - Please for assistance. | Text | Request in advance | HG6024.5 .S32 2009 | Off-site |
Holdings
Details
- Description
- xxii, 247 pages : illustrations; 24 cm.
- Series Statement
- [Wiley finance]
- Uniform Title
- Wiley finance series.
- Subject
- Note
- Series statement from jacket.
- Bibliography (note)
- Includes bibliographical references and index.
- Contents
- "Rates" Market -- List of Symbols and Abbreviations -- Pt. 1. Cash, Repo, And Swap Markets -- Ch. 1. Bonds: It's All About Discounting -- Ch. 2. Swaps: It's Still About Discounting -- Ch. 3. Interest Rate Swaps in Practice -- Ch. 4. Separating Forward Curve from Discount Curve -- Pt. 2. Interest Rate Flow Options.i -- Ch. 5. Derivatives Pricing: Risk-Neutral Valuation -- Ch. 6. Black's World -- Ch. 7. European-Style Interest Rate Derivatives -- Pt. 3. Interest Rate Exotics -- Ch. 8. Short-Rate Models -- Ch. 9. Bermudan-Style Options -- Ch. 10. Full Term-Structure Interest Rate Models -- Ch. 11. Forward-Measure Lens -- Ch. 12. In Search of "The" Model -- Appendix A. Taylor Series Expansion -- Appendix B. Mean-Reverting Processes -- Appendix C. Girsanov's Theorem and Change of Numeraire.
- ISBN
- 9780470443941 (cloth)
- 0470443944 (cloth)
- LCCN
- 2009008840
- OCLC
- ocn312096995
- SCSB-9057669
- Owning Institutions
- Columbia University Libraries