Swaps and other derivatives Richard Flavell.
By: Flavell, Richard
.
Series: Wiley finance series: New York J. Wiley 2002Description: xii, 451 páginas ilustrado 26 cm.ISBN: 0471495891.Subject(s): Swaps (finance) | Derivative securities | Valor derivado (finanzas) | Permuta financiera (contrato) | Swaps (finanzas)DDC classification: 332.5
Contents:
Introduction -- Short-term interest rate swaps -- Generic interest rate swaps -- The pricing and valuation of non-generic swaps -- More complex swaps -- Cross-currency swaps -- Interest rate OTC options -- Traditional market risk management -- Imperfect risk management.
| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|
Libros
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Biblioteca Central | General | 332.5 / F588s (Browse shelf) | Ej. 1 | Available | 8000022306 |
Total holds: 0
Incluye referencias bibliográficas e índice.
1. Introduction -- 2. Short-term interest rate swaps -- 3. Generic interest rate swaps -- 4. The pricing and valuation of non-generic swaps -- 5. More complex swaps -- 6. Cross-currency swaps -- 7. Interest rate OTC options -- 8. Traditional market risk management -- 9. Imperfect risk management.
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