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Swaps and other derivatives

Swaps and other derivatives

  • ISBN: 9780471495895
  • Editorial: John Wiley & Sons Limited
  • Lugar de la edición: Chichester. Reino Unido
  • Colección: WILEY FINANCE
  • Encuadernación: Cartoné
  • Medidas: 26 cm
  • Volumen: 1
  • Nº Pág.: 451
  • Idiomas: Inglés

Papel: Cartoné
99,57 €
Sin Stock. Envío en 2/3 semanas.

Resumen

This work 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. Table of Contents Introduction Interest Rate Swaps Cross Currency Swaps Interest Rate Options Advanced Swap Topics Traditional Risk Management Modern Risk Management Derivative Mathematics

Acompaña CD-ROM

Resumen

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