Title: Interest rate swaps and their derivatives
First published: 2009
Description: An up-to-date look at the evolution of interest rate swaps and derivatives  Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including swaps, options (cap/floors, swaptions), CMS products, and Bermudan callables. It also covers the main valuation techniques for the exotics/structured-notes area, which remains one of the most challenging parts of the market.    Provides a balance of relevant theory and real-world trading instruments for rate swaps and swap derivatives  Uses simple settings and illustrations to reveal key results  Written by an experienced trader who has worked with swaps, options, and exotics    With this book, author Amir Sadr shares his valuable insights with practitioners in the field of interest rate derivatives-from traders and marketers to those in operations.
Subjects: Business, Finance, Nonfiction, Derivative securities, Financial futures, Interest rates, Swaps (finance), Interest rate swaps, Interest rate futures
LC classification: HG6024.5 .S32 2009