Amir Sadr's Interest Rate Swaps and Their Derivatives: A Practitioner's PDF

By Amir Sadr

An updated examine the evolution of rate of interest swaps and derivatives

Interest cost Swaps and Derivatives bridges the distance among the speculation of those tools and their genuine use in daily lifestyles. This complete consultant covers the most "rates" items, together with swaps, suggestions (cap/floors, swaptions), CMS items, and Bermudan callables. It additionally covers the most valuation concepts for the exotics/structured-notes quarter, which is still the most difficult components of the market.

  • Provides a stability of correct idea and real-world buying and selling tools for price swaps and change derivatives
  • Uses basic settings and illustrations to bare key results
  • Written via an skilled dealer who has labored with swaps, innovations, and exotics

With this publication, writer Amir Sadr stocks his precious insights with practitioners within the box of rate of interest derivatives-from investors and sellers to these in operations.

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Interest Rate Swaps and Their Derivatives: A Practitioner's Guide (Wiley Finance) by Amir Sadr


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