Comment :

ISBN 13 : 978-0231159647

Contents :
Preface

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

Nbre volumes : 0

Language : English

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque