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Valuation of Interest Rate Swaps & Swaptions
Gerald W. Buetow
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Description for Valuation of Interest Rate Swaps & Swaptions
Hardcover. Series: Frank J. Fabozzi Series. Num Pages: 248 pages, Ill. BIC Classification: KFF. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 243 x 168 x 19. Weight in Grams: 516.
Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.
Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.
Product Details
Format
Hardback
Publication date
2000
Publisher
Frank J. Fabozzi Associates United States
Number of pages
248
Condition
New
Series
Frank J. Fabozzi Series
Number of Pages
252
Place of Publication
New York, United States
ISBN
9781883249892
SKU
V9781883249892
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Gerald W. Buetow
Frank J. Fabozzi, PhD, is editor of the Journal of Portfolio Management, which is read by thousands of institutional investors. An Adjunct Professor of Finance at Yale University's School of Management, he is a chartered Financial Analyst and a Certified Public Accountant. Editor or author of over 100 books, his world-class finance books are used around the world by professionals, ... Read more
Reviews for Valuation of Interest Rate Swaps & Swaptions
"Frank Fabozzi's series is the gold standard for investmentreference books. Always topical and often influential this is thefirst place I send students or practitioners when they want to getup to speed on a new area." (Stephen A. Ross, Franco ModiglianiProfessor of Finance and Economics, Sloan School, MIT) "The Fabozzi series provides the ultimate educationalencyclopedia for the global ... Read more