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Swaps and Other Derivatives

About Swaps and Other Derivatives

* Focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built and also covers options and interest rates as they relate to swaps, as they are often traded together.

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  • Language:
  • English
  • ISBN:
  • 9780470721919
  • Binding:
  • Hardback
  • Pages:
  • 400
  • Published:
  • December 3, 2009
  • Edition:
  • 2
  • Dimensions:
  • 195x252x29 mm.
  • Weight:
  • 922 g.
Delivery: 2-4 weeks
Expected delivery: November 29, 2024

Description of Swaps and Other Derivatives

* Focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built and also covers options and interest rates as they relate to swaps, as they are often traded together.

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