Code: 04315793
Interest Rate Derivatives
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 an ... more
- Language:
English - Binding: Hardback
- Number of pages: 354
Publisher: Risk Books, 2006
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Book synopsis
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.
Book details
- Full title: Interest Rate Derivatives
- Language: English
- Binding: Hardback
- Number of pages: 354
- EAN: 9781904339946
- ISBN: 1904339948
- ID: 04315793
- Publisher: Risk Books
- Weight: 955 g
- Dimensions: 237 × 164 × 27 mm
- Date of publishing: 15. June 2006
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