Swaps and Other Derivatives - Couverture rigide

Flavell, Richard R.

Couverture rigide

ISBN 10 : 0471495891 ISBN 13 : 9780471495895

Editeur : John Wiley & Sons Ltd, 2002

Synopsis

Swaps and Other Instruments focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as they relate to swaps, as they are often traded together. The book will include coverage of all the latest swaps including credit, commodity and equity swaps. Exercises and simulations are also provided on an accompanying CD ROM, including Excel spreadsheets enabling the reader to simulate and build their own spreadsheet models.

A propos du livre

À propos de l'auteur

RICHARD FLAVELL has spent 15 years of varying experiences as a financial engineer for ANZ Merchant Bank in London, as a trainer and consultant to banks world wide, and as Director of Financial Engineering at Lombard Risk Systems responsible for all the mathematics in the various pricing and risk management systems.

Détails de l'édition

• Éditeur: John Wiley & Sons Ltd
• Date d'édition: 2002
• Langue: anglais
• ISBN 10: 0471495891
• ISBN 13: 9780471495895
• Reliure: Relié
• Nombre de pages: 464
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible