Pricing and Hedging Swaps
Author: Paul Miron, Philip Swannell, Philip Swannnell | Publisher: Euromoney Institutional Investor PLC
This book explains both the basic and advanced principles of pricing swaps and their hedge applications. Chapters describe pricing methods, swaps valuation, dealing with interest rate exposure, developing trading strategies and their application in portfolio management. Lucid clearly structured with extensive use of worked examples.
| Added: 04.05.2007 | ISBN: 185564052X | Pages: 245 | Price: £ 145,00 | Lang.: English |
The Credit Default Swap Ba… Pages: 195 Price: £ 24,95 Lang.: English The growth of the credit derviatives market has produced a liquid market in credit default swaps across the credit curve, and this liquidity has led many investors to access both the credit derivative and cash … |
Derivatives Demystified: A… Pages: 250 Price: £ 34,99 Lang.: English The book is a step-by-step guide to derivative products. By distilling the complex mathematics and theory that underlie the subject, Chisholm explains derivative products in straightforward terms, focusing on a… |
Pricing and Hedging Swaps Pages: 245 Price: £ 145,00 Lang.: English This book explains both the basic and advanced principles of pricing swaps and their hedge applications. Chapters describe pricing methods, swaps valuation, dealing with interest rate exposure, developing tradi… |
Copyright (c) 2007 Martin Folprecht & Jiří Dvořák | info@investicnipublikace.cz | Created by CocoMedia | XML SiteMap