000			01916cam a22003254a 4500
001			7362113
003			CO-NeUS
005			20180209102716.0
008			090302s2009 njua b 001 0 eng
020			_a9780470443941
040			_aDLC _cDLC _dBTCTA _dUKM _dYDXCP _dC#P _dBWX _dCO-NeUS _bEspañol
041			_aeng
082	0	0	_a332.6323 _221 _bSA126i
100	1		_aSadr, Amir _981284
245	1	0	_aInterest rate swaps and their derivatives _ba practitioner's guide _cAmir Sadr.
264			_aHoboken, N.J. _bWiley _c©2009.
300			_axxii, 247 páginas _bilustrado _c24 cm.
490	1		_a[Wiley finance] _994494
500			_aSeries statement from jacket.
504			_aIncluye referencias bibliográficas e índice.
505	0	0	_t"Rates" Market -- _tList of Symbols and Abbreviations -- _gPt. 1. _tCash, Repo, And Swap Markets -- _gCh. 1. _tBonds: It's All About Discounting -- _gCh. 2. _tSwaps: It's Still About Discounting -- _gCh. 3. _tInterest Rate Swaps in Practice -- _gCh. 4. _tSeparating Forward Curve from Discount Curve -- _gPt. 2. _tInterest Rate Flow Options.i -- _gCh. 5. _tDerivatives Pricing: Risk-Neutral Valuation -- _gCh. 6. _tBlack's World -- _gCh. 7. _tEuropean-Style Interest Rate Derivatives -- _gPt. 3. _tInterest Rate Exotics -- _gCh. 8. _tShort-Rate Models -- _gCh. 9. _tBermudan-Style Options -- _gCh. 10. _tFull Term-Structure Interest Rate Models -- _gCh. 11. _tForward-Measure Lens -- _gCh. 12. _tIn Search of "The" Model -- _gAppendix A. _tTaylor Series Expansion -- _gAppendix B. _tMean-Reverting Processes -- _gAppendix C. _tGirsanov's Theorem and Change of Numeraire.
650		0	_aInterest rate swaps. _9113791
650		0	_aInterest rate futures _9113790
650		0	_aDerivative securities _9106339
650		0	_aTasa de interés de intercambio _9132620
650		0	_aFuturo de tasa de interés _9111336
650		0	_aValor derivado _9134314
830		0	_aWiley finance series _998994
942			_cCG
999			_c35695 _d35695