Valuation of Interest Rate Swaps and Swaptions (Hardcover)

Language: English

Published by John Wiley & Sons Inc, New York, 2000

1883249899 / 9781883249892

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Hardcover. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

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Title
Valuation of Interest Rate Swaps and Swaptions (Hardcover)
Author
Gerald W. Buetow
Publisher
John Wiley & Sons Inc, New York
Publication year
2000
Condition
new
Binding
Hardcover
Language
English
ISBN 10
1883249899
ISBN 13
9781883249892
Edition
1st Edition

CitiRetail

Stevenage, United Kingdom

5-star seller

AbeBooks seller since June 29, 2022

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