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Simplified Method Pricing Interest by Smith David (6 results)
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Simplified Method for Pricing Interest Rate Swaps and Swaptions : Collected Swap Pricing Articles of David Smith
Language: English
Published by CreateSpace Independent Publishing Platform, 2016
ISBN 10: 1535369442 ISBN 13: 9781535369442
Condition: As New. Unread book in perfect condition.
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Simplified Method for Pricing Interest Rate Swaps and Swaptions : Collected Swap Pricing Articles of David Smith
Language: English
Published by CreateSpace Independent Publishing Platform, 2016
ISBN 10: 1535369442 ISBN 13: 9781535369442
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition.
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Simplified Method for Pricing Interest Rate Swaps and Swaptions : Collected Swap Pricing Articles of David Smith
Language: English
Published by CreateSpace Independent Publishing Platform, 2016
ISBN 10: 1535369442 ISBN 13: 9781535369442
Condition: New.
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Simplified Method for Pricing Interest Rate Swaps and Swaptions : Collected Swap Pricing Articles of David Smith
Language: English
Published by CreateSpace Independent Publishing Platform, 2016
ISBN 10: 1535369442 ISBN 13: 9781535369442
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
-
A Simplified Method for Pricing Interest Rate Swaps and Swaptions: Collected Swap Pricing Articles of David Smith
Language: English
Published by Createspace Independent Publishing Platform, 2016
ISBN 10: 1535369442 ISBN 13: 9781535369442
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
£ 46.51
£ 12.43 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketPaperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
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A Simplified Method for pricing Interest Rate Swaps and Swaptions (Paperback)
Language: English
Published by Createspace Independent Publishing Platform, 2016
ISBN 10: 1535369442 ISBN 13: 9781535369442
Paperback. Condition: new. Paperback. This book is a collection of three articles written by David Smith on interest rate swap and swaption pricing. It is a simplified approach that uses the bootstrap method to derive a zero coupon curve. For the swap option pricing a basic Black Commodity model is used. Useful for educational and training purposes for beginners to the field. Practical examples are provided This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
