Swaps and other derivatives
- ISBN: 9780470721919
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2009
- Lugar de la edición: West Sussex. Reino Unido
- Edición número: 2nd ed
- Colección: Finance
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 392
- Idiomas: Inglés
It accompanie CD-ROM. The swaps market is a central market to many businesses, especially among the most liquid of financial contracts. Fully revised and updated from the first edition, "Swaps and Other Derivatives" offers a new insight on the growth of swaps markets worldwide. Additionally, this reference provides new chapters on FRA curve, asset packaging, theory of hedging, swapping structured securities, Value-at-Risk, convexity adjustments, and the impact of Credit Derivatives. Including a CD with practical examples and working simulations, this resource guides finance practitioners on the pricing and hedging of swaps.
It accompanie CD-ROM