Sadr, Amir 1963-
Interest rate swaps and their derivatives a practitioner's guide Amir Sadr. - xxii, 247 páginas ilustrado 24 cm. - [Wiley finance] . - Wiley finance series .
Series statement from jacket.
Incluye referencias bibliográficas e índice.
"Rates" Market -- List of Symbols and Abbreviations -- Cash, Repo, And Swap Markets -- Bonds: It's All About Discounting -- Swaps: It's Still About Discounting -- Interest Rate Swaps in Practice -- Separating Forward Curve from Discount Curve -- Interest Rate Flow Options.i -- Derivatives Pricing: Risk-Neutral Valuation -- Black's World -- European-Style Interest Rate Derivatives -- Interest Rate Exotics -- Short-Rate Models -- Bermudan-Style Options -- Full Term-Structure Interest Rate Models -- Forward-Measure Lens -- In Search of "The" Model -- Taylor Series Expansion -- Mean-Reverting Processes -- Girsanov's Theorem and Change of Numeraire. Pt. 1. Ch. 1. Ch. 2. Ch. 3. Ch. 4. Pt. 2. Ch. 5. Ch. 6. Ch. 7. Pt. 3. Ch. 8. Ch. 9. Ch. 10. Ch. 11. Ch. 12. Appendix A. Appendix B. Appendix C.
9780470443941
Interest rate swaps.
Interest rate futures
Derivative securities
Tasa de interés de intercambio
Futuro de tasa de interés
Valor derivado
332.6323 / SA126i
Interest rate swaps and their derivatives a practitioner's guide Amir Sadr. - xxii, 247 páginas ilustrado 24 cm. - [Wiley finance] . - Wiley finance series .
Series statement from jacket.
Incluye referencias bibliográficas e índice.
"Rates" Market -- List of Symbols and Abbreviations -- Cash, Repo, And Swap Markets -- Bonds: It's All About Discounting -- Swaps: It's Still About Discounting -- Interest Rate Swaps in Practice -- Separating Forward Curve from Discount Curve -- Interest Rate Flow Options.i -- Derivatives Pricing: Risk-Neutral Valuation -- Black's World -- European-Style Interest Rate Derivatives -- Interest Rate Exotics -- Short-Rate Models -- Bermudan-Style Options -- Full Term-Structure Interest Rate Models -- Forward-Measure Lens -- In Search of "The" Model -- Taylor Series Expansion -- Mean-Reverting Processes -- Girsanov's Theorem and Change of Numeraire. Pt. 1. Ch. 1. Ch. 2. Ch. 3. Ch. 4. Pt. 2. Ch. 5. Ch. 6. Ch. 7. Pt. 3. Ch. 8. Ch. 9. Ch. 10. Ch. 11. Ch. 12. Appendix A. Appendix B. Appendix C.
9780470443941
Interest rate swaps.
Interest rate futures
Derivative securities
Tasa de interés de intercambio
Futuro de tasa de interés
Valor derivado
332.6323 / SA126i