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Swaps and Other Derivatives

With CD-ROM

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Swaps and Other Instruments focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as they relate to swaps, as they are often traded together. The book will include coverage of all the latest swaps including credit, commodity and equity swaps. Exercises and simulations are also provided on an accompanying CD ROM, including Excel spreadsheets enabling the reader to simulate and build their own spreadsheet models.

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Swaps and Other Derivatives, Richard R. Flavell

Język
Rok wydania
2002
Oprawa
(twarda)
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Metody płatności

3,6
Bardzo dobra
7 Ocena

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Tytuł
Swaps and Other Derivatives
Podtytuł
With CD-ROM
Język
angielski
Rok wydania
2002
Oprawa
twarda
Liczba stron
320
ISBN10
0471495891
ISBN13
9780471495895
Seria
Ocena
3,55 z 5
Opis
Swaps and Other Instruments focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as they relate to swaps, as they are often traded together. The book will include coverage of all the latest swaps including credit, commodity and equity swaps. Exercises and simulations are also provided on an accompanying CD ROM, including Excel spreadsheets enabling the reader to simulate and build their own spreadsheet models.