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Item Details
Title:
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INTEREST RATE DERIVATIVES
A PRACTICAL GUIDE TO APPLICATIONS, PRICING AND MODELLING |
By: |
James Todd |
Format: |
Hardback |
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List price:
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£99.00 |
We currently do not stock this item, please contact the publisher directly for
further information.
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ISBN 10: |
1904339948 |
ISBN 13: |
9781904339946 |
Publisher: |
RISK BOOKS |
Pub. date: |
15 June, 2006 |
Pages: |
250 |
Description: |
Using worked examples, this book offers an explanation of both basic and advanced principles for the valuation of interest rate derivatives and their hedging applications. It describes: pricing methods; application, structuring and valuation of interest rates; methods of managing interest rate exposure; and, trading and hedging strategies. |
Synopsis: |
"Interest Rate Derivatives" describes: Pricing methods; Application, structuring and valuation of interest rate and Cross currency Swap and interest Options; Methods of managing interest rate exposure; and, Trading and hedging strategies and their application in portfolio management. Basic interest rate mathematics are explored and built upon to delve into a more complex development of interest rate derivatives in general. This work is accompanied by a CD and gives you a unique stand-alone product which serves as a major reference guide on interest rate derivatives. The book itself is developed around a user-friendly excel based pricing system helping you to better understand the content by applying the theory to real life pricing. This allows you to use the book as an initial reference or learning tool to see how the maths work and leaves you with a practical calculation tool. Recommended for all financial and corporate treasury staff, MBA students, graduates and anyone looking for a mathematical guide to the practical pricing and modelling of interest rate derivatives. |
Illustrations: |
Illustrations |
Publication: |
UK |
Imprint: |
Risk Books |
Returns: |
Non-returnable |
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