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010   $a1-282-36914-8
010   $a9786612369148
010   $a1-118-26796-6
010   $a0-470-52608-4
035   $a(CKB)1000000000799028
035   $a(EBL)469862
035   $a(OCoLC)497041417
035   $a(SSID)ssj0000300005
035   $a(PQKBManifestationID)11204782
035   $a(PQKBTitleCode)TC0000300005
035   $a(PQKBWorkID)10251581
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100   $a20090302d2009      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aInterest rate swaps and their derivatives$b[electronic resource] $ea practitioner's guide /$fAmir Sadr
205   $a1st edition
210   $aHoboken, NJ $cWiley$dc2009
215   $a1 online resource (274 p.)
225 1 $aWiley finance series
300   $aDescription based upon print version of record.
311   $a0-470-52611-4 
311   $a0-470-44394-4 
320   $aIncludes bibliographical references and index.
327   $aInterest 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
327   $aChapter 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 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
327   $aBGM RESULTNotes; Index
330   $a An up-to-date look at the evolution of interest rate swaps and derivatives  Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main ""rates"" products, including swaps, options (cap/floors, swaptions), CMS products, and Bermudan callables. It also covers the main valuation techniques for the exotics/structured-notes area, which remains one of the most challenging parts of the market.Provides a balance of relevant theory and real-world trading instruments 
410  0$aWiley finance series.
606   $aInterest rate swaps
606   $aInterest rate futures
606   $aDerivative securities
608   $aElectronic books.
615  0$aInterest rate swaps.
615  0$aInterest rate futures.
615  0$aDerivative securities.
676   $a332.6
676   $a332.6323
676   $a332.645
700   $aSadr$b Amir$f1963-$0896411
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910139779403321
996   $aInterest rate swaps and their derivatives$92002599
997   $aUNINA