Wiley
Valuation of Interest Rate Swaps and Swaptions
Product Code:
9781883249892
ISBN13:
9781883249892
Condition:
New
$95.00
$82.55
Sale 13%
Valuation of Interest Rate Swaps and Swaptions
$95.00
$82.55
Sale 13%
Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.
| Author: Gerald W. Buetow |
| Publisher: Wiley |
| Publication Date: Jun 15, 2000 |
| Number of Pages: 252 pages |
| Binding: Hardback or Cased Book |
| ISBN-10: 1883249899 |
| ISBN-13: 9781883249892 |
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