Items related to Interest Rate Derivatives: A Practical Guide to Applications...
Synopsis
"Interest Rate Derivatives" describes: Pricing methods; Application, structuring and valuation of interest rate and Cross currency Swap and interest Options; Methods of managing interest rate exposure; and, Trading and hedging strategies and their application in portfolio management. Basic interest rate mathematics are explored and built upon to delve into a more complex development of interest rate derivatives in general. This work is accompanied by a CD and gives you a unique stand-alone product which serves as a major reference guide on interest rate derivatives. The book itself is developed around a user-friendly excel based pricing system helping you to better understand the content by applying the theory to real life pricing. This allows you to use the book as an initial reference or learning tool to see how the maths work and leaves you with a practical calculation tool. Recommended for all financial and corporate treasury staff, MBA students, graduates and anyone looking for a mathematical guide to the practical pricing and modelling of interest rate derivatives.
"synopsis" may belong to another edition of this title.
About the Author
Todd James has over 12 years of experience in derivatives and debt capital markets including trading, marketing and structuring derivative transactions. He holds a BBA in business and economics from WLU, Waterloo, Canada and an MBA in finance from the University of Toronto. Having worked in Toronto and London, Todd is currently based in Hong Kong where he structures and develops structured products. He has also been providing regular workshops and seminars for corporate and financial institutions on derivatives, risk management and structured products. His past experience covers debt capital markets, interest rates, cross currency swaps trading and structuring, and structured products marketing and structuring.
"About this title" may belong to another edition of this title.
- PublisherRisk Books
- Publication date2006
- ISBN 10 1904339948
- ISBN 13 9781904339946
- BindingHardcover
- LanguageEnglish
- Number of pages250
(No Available Copies)
Search Books: Create a WantCan't find the book you're looking for? We'll keep searching for you. If one of our booksellers adds it to AbeBooks, we'll let you know!
Create a Want