Interest Rate Swaps and Their Derivatives: A Practitioner's Guide

Interest Rate Swaps and Their Derivatives: A Practitioner's Guide

Author(s): Amir Sadr

Published Online: 1 DEC 2011 03:02PM EST

Print ISBN: 9780470443941

Online ISBN: 9781118267967

DOI: 10.1002/9781118267967

About this Book

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.

Table of contents

    1. You have free access to this content
  1. Part I: Cash, Repo, and Swap Markets

  2. Part II: Interest-Rate Flow Options

  3. Part III: Interest-Rate Exotics

    1. You have free access to this content
    1. You have free access to this content
    1. You have free access to this content
    1. You have free access to this content
    1. You have free access to this content

SEARCH