Swaps and Other Derivatives (BOK)

Richard R Flavell

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The swaps market is a central market to many businesses, especially among the most liquid of financial contracts. Fully revised and updated from the first edition, Swaps and Other Derivatives offers a new insight on the growth of swaps markets worldwide. Additionally, this reference provides new chapters on FRA curve, asset packaging, theory of hedging, swapping structured securities, Value-at-Risk, convexity adjustments, and the impact of Credit Derivatives. Including a CD with practical examples and working simulations, this resource guides finance practitioners on the pricing and hedging of swaps.


Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2009 Forfatter Richard R Flavell
ISBN 9780470721919
Antall sider 392 Dimensjoner 19,6cm x 25,6cm x 2,6cm
Vekt 878 gram Leverandør Bertram Trading Ltd