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Valuation of Interest Rate Swaps & Swaptions

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Valuation of Interest Rate Swaps & Swaptions Gerald W. Buetow
Libristo kod: 05012918
Nakladnici Frank J. Fabozzi Associates, lipanj 2000
Among the major innovations in the financial markets have been interest rate swaps and swapations, i... Cijeli opis
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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.

Informacije o knjizi

Puni naziv Valuation of Interest Rate Swaps & Swaptions
Autor Gerald W. Buetow, Frank J. Fabozzi
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2000
Broj stranica 248
EAN 9781883249892
ISBN 1883249899
Libristo kod 05012918
Nakladnici Frank J. Fabozzi Associates
Težina 540
Dimenzije 240 x 164 x 21

Kategorija

Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
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