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  • Sadr, Amir, 1963-
     
     Subjects
     
  •  
  • Interest rate swaps.
     
  •  
  • Interest rate futures.
     
  •  
  • Derivative securities.
     
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  •  Interest rate swaps ...
     
     
     
     MARC Display
    Interest rate swaps and their derivatives : a practitioner's guide / Amir Sadr.
    by Sadr, Amir, 1963-
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    Hoboken, N.J. : Wiley, c2009.
    Subjects
  • Interest rate swaps.
  •  
  • Interest rate futures.
  •  
  • Derivative securities.
  • ISBN: 
    9780470443941 (cloth) :
    0470443944 (cloth)
    Series: 
    Wiley finance series.
    Description: 
    xxii, 247 p. : ill. ; 24 cm.
    Contents: 
    Bonds : it's all about discounting -- Swaps : it's still about discounting -- Interest rate swaps in practice -- Separating forward curve from discount curve -- Derivatives pricing : risk-neutral valuation -- Black's world -- European-style interest-rate derivatives -- Short-rate models -- Bermudan-style options -- Full term-structure interest-rate models -- Forward-measure lens -- In search of "the" model -- Appendix A. Taylor series expansion -- Appendix B. Mean-reverting processes - Appendix C. Girsanov's theorem and change of numeraire.
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    LocationCollectionCall No.Status 
    Hawaii State LibraryBusiness, Science & Technology332.6323 SaChecked InAdd Copy to MyList


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