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eISBN : 9780231530361

Sommaire : Preface
Acknowledgments
List of Abbreviations
1 An Introduction to Swaps
2 The Risk Characteristics and the Traditional Uses of Swaps
3 The Pricing of Swaps
4 Caps and Floors
5 Swaptions
6 Swaps with Embedded Options
7 Structured Notes
8 Relative Value and Macro Trades
9 More Recent Product Innovations
Appendixes
A Refresher in Option Pricing
B A Brief Review of Some Fixed Income Topics
C A Closer Look at Day Count and Payment Conventions in Swaps
D A Quick Look at Mortgages
E The Normal Model
Solutions to Selected Problems
Bibliography
Index

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque