Interest Rate Swaps and Their Derivatives: A Practitioner's Guide (精装)
分类: 图书,进口原版书,Business & Investing(商业与投资),Investing(投资),Bonds,
品牌: Amir Sadr
基本信息出版社:JOHN WILEY & SONS INC (2009年9月1日)精装:247页ISBN:0470443944条形码:9780470443941产品尺寸及重量:22.9 x 15.2 x 2.5 cm ; 454 gASIN:0470443944
商品描述内容简介An up-to-date look at the evolution of interest rate swaps and derivatives "Interest Rate Swaps and Derivatives" bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including swaps, options (cap/floors, swaptions), CMS products, and Bermudan callables. It also covers the main valuation techniques for the exotics/structured-notes area, which remains one of the most challenging parts of the market. Provides a balance of relevant theory and real-world trading instruments for rate swaps and swap derivatives Uses simple settings and illustrations to reveal key results Written by an experienced trader who has worked with swaps, options, and exotics With this book, author Amir Sadr shares his valuable insights with practitioners in the field of interest rate derivatives-from traders and marketers to those in operations.媒体推荐Praise for Interest Rate Swaps and Their Derivatives "This is it! I have been looking for a practitioner's guide to interest rate derivatives for over ten years! Most 'new joiners' on Wall Street only gain this knowledge over years of apprenticeship with seasoned professionals. In his book, Amir Sadr explains not only the math behind the products, but the street lingo and, most importantly, the mechanics of everything from overnight repos to Bermudans." --George Nunn, Head of Fixed Income Structuring, Americas, BNP Paribas "Dr. Sadr has produced a single, comprehensive guide to the interest rate swap market. Bank dealers and corporate risk professionals already active in this market will find the book to be one of the best trading floor reference guides out there. Students who want the real-world insights of a seasoned professional will also discover Dr. Sadr's book to be an invaluable resource." --Morris Sachs, Chief Risk Officer, 5:15 Capital