Swaps and other derivatives
- ISBN: 9780471495895
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2002
- Lugar de la edición: Chichester. Reino Unido
- Colección: WILEY FINANCE
- Encuadernación: Cartoné
- Medidas: 26 cm
- Volumen: 1
- Nº Pág.: 451
- Idiomas: Inglés
Papel: Cartoné
109,97 €
Sin Stock. Disponible en 5/6 semanas.
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
