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Valuation of Interest Rate Swaps and Swaptions, Hardback Book

Valuation of Interest Rate Swaps and Swaptions Hardback

Part of the Frank J. Fabozzi Series series

Hardback

Available to Order - This title is available to order, with delivery expected within 2 weeks

Description

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.

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£75.00

£57.35

Available to Order - This title is available to order, with delivery expected within 2 weeks
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