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1. |
Record Nr. |
UNINA9910139779403321 |
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Autore |
Sadr Amir <1963-> |
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Titolo |
Interest rate swaps and their derivatives [[electronic resource] ] : a practitioner's guide / / Amir Sadr |
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Pubbl/distr/stampa |
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Hoboken, NJ, : Wiley, c2009 |
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ISBN |
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1-282-36914-8 |
9786612369148 |
1-118-26796-6 |
0-470-52608-4 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (274 p.) |
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Collana |
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Disciplina |
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Soggetti |
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Interest rate swaps |
Interest rate futures |
Derivative securities |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Interest Rate Swaps and their Derivatives: A Practitioner's Guide; Contents; Preface; "RATES" MARKET; BACKGROUND; BOOK STRUCTURE; ACKNOWLEDGMENTS; About the Author; List of Symbols and Abbreviations; Part I: Cash, Repo, and Swap Markets; Chapter 1 :Bonds: It's All About Discounting; Chapter 2: Swaps: It's Still About Discounting; Chapter 3: Interest Rate Swaps in Practice; Chapter 4: Separating Forward Curve from Discount Curve; Part II: Interest-Rate Flow Options; Chapter 5: Derivatives Pricing: Risk-Neutral Valuation; Chapter 6: Black's World |
Chapter 7: European-Style Interest-Rate DerivativesPart III: Interest-Rate Exotics; Chapter 8: Short-Rate Models; Chapter 9: Bermudan-Style Options; Chapter 10: Full Term-Structure Interest-Rate Models; Chapter 11: Forward-Measure Lens; Chapter 12: In Search of "The" Model; Appendix A: Taylor Series Expansion; FUNCTION OF ONE VARIABLE; FUNCTION OF SEVERAL VARIABLES; ITO'S LEMMA: TAYLOR |
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SERIES FOR DIFFUSIONS; Appendix B: Mean-Reverting Processes; NORMAL DYNAMICS; LOG-NORMAL DYNAMICS; Appendix C: Girsanov's Theorem and Change of Numeraire; CONTINUOUS-TIME, INSTANTANEOUS-FORWARDS HJM FRAMEWORK |
BGM RESULTNotes; Index |
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Sommario/riassunto |
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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 |
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2. |
Record Nr. |
UNISA996389863203316 |
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Autore |
Overbury Thomas, Sir, <1581-1613.> |
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Titolo |
Sir Thomas Ouerbury his VVife. With additions of nevv nevves, and diuers more characters, (neuer before annexed) written by himselfe and other learned gentlemen [[electronic resource]] |
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Pubbl/distr/stampa |
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London, : Printed by Edward Griffin for Laurence L'isle, and are to be sold at his shop at the Tigers head in Paules Churchyard, 1618 |
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Edizione |
[The tenth impression] |
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Descrizione fisica |
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Altri autori (Persone) |
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WebsterJohn <1580?-1625?> |
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Soggetti |
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Characters and characteristics |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Originally published in 1614 as: A wife now a widowe. |
Includes 32 characters written by John Webster. |
Partly in verse. |
Signatures: [par.]-2[par.] A-Q Râ´. |
The first leaf and the last leaf are blank. |
Variant: quire [par.] in another setting, with last line of imprint reading: Pauls Ch urch-yard. 1618. |
Reproduction of the original in the British Library. |
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