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Interest rate derivatives a practical guide to applications, pricing and modelling Todd James.

By: James, Todd.
London Risk Books ©2006Description: ix, 354 páginas ilustrado 24 cm.ISBN: 1904339948; 9781904339946.Subject(s): Derivative securities | Interest rate futures | Valores derivados (finanzas) | Tasas de interésDDC classification: 333.82
Contents:
Financial mathematics -- Short-Term interest rates and futures -- Bonds: Pricing, risk and hedging -- Interest rate swaps -- Deriving a zero coupon curve -- Asset and liability swaps: Cashflows and pricing -- Hedging and trading interest rate swaps -- Cross-currency interest rate swaps -- Interest rate options -- Further interest rate swaps and options -- Financial accounting: IAS39 financial instruments recognition and measurement
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Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
Libros Libros Biblioteca Central
General 333.82 / J27i (Browse shelf) Ej.1 Available 8000022242
Total holds: 0

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Financial mathematics -- Short-Term interest rates and futures -- Bonds: Pricing, risk and hedging -- Interest rate swaps -- Deriving a zero coupon curve -- Asset and liability swaps: Cashflows and pricing -- Hedging and trading interest rate swaps -- Cross-currency interest rate swaps -- Interest rate options -- Further interest rate swaps and options -- Financial accounting: IAS39 financial instruments recognition and measurement

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