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Beschreibung
In this volume, Howard M. Corb explains the concepts behind interest rate swaps and the derivatives spawned from their success. While his book is filled with sophisticated formulas and analysis, it is geared toward the average reader in search of an in depth understanding of these markets. Corb helps readers develop an intuition about these products and their use in the market, and he follows their manipulation into more complicated trades and structures. Through examples from financial and reverse engineering, he demonstrates how such products are created and how they can be deconstructed and analyzed effectively.
In this volume, Howard M. Corb explains the concepts behind interest rate swaps and the derivatives spawned from their success. While his book is filled with sophisticated formulas and analysis, it is geared toward the average reader in search of an in depth understanding of these markets. Corb helps readers develop an intuition about these products and their use in the market, and he follows their manipulation into more complicated trades and structures. Through examples from financial and reverse engineering, he demonstrates how such products are created and how they can be deconstructed and analyzed effectively.
Über den Autor
Howard Corb
Inhaltsverzeichnis
Preface
Acknowledgments
List of Abbreviations
1. An Introduction to Swaps
2. The Risk Characteristics and the Traditional Uses of Swaps
3. The Pricing of Swaps
4. Caps and Floors
5. Swaptions
6. Swaps with Embedded Options
7. Structured Notes
8. Relative Value and Macro Trades
9. More Recent Product Innovations
Appendixes
A. Refresher in Option Pricing
B. A Brief Review of Some Fixed Income Topics
C. A Closer Look at Day Count and Payment Conventions in Swaps
D. A Quick Look at Mortgages
E. The Normal Model
Solutions to Selected Problems
Bibliography
Index
Acknowledgments
List of Abbreviations
1. An Introduction to Swaps
2. The Risk Characteristics and the Traditional Uses of Swaps
3. The Pricing of Swaps
4. Caps and Floors
5. Swaptions
6. Swaps with Embedded Options
7. Structured Notes
8. Relative Value and Macro Trades
9. More Recent Product Innovations
Appendixes
A. Refresher in Option Pricing
B. A Brief Review of Some Fixed Income Topics
C. A Closer Look at Day Count and Payment Conventions in Swaps
D. A Quick Look at Mortgages
E. The Normal Model
Solutions to Selected Problems
Bibliography
Index
Details
Empfohlen (von): | 22 |
---|---|
Erscheinungsjahr: | 2012 |
Fachbereich: | Volkswirtschaft |
Genre: | Importe, Wirtschaft |
Rubrik: | Recht & Wirtschaft |
Medium: | Buch |
Inhalt: | Gebunden |
ISBN-13: | 9780231159647 |
ISBN-10: | 0231159641 |
Sprache: | Englisch |
Einband: | Gebunden |
Autor: | Corb, Howard |
Hersteller: | Columbia University Press |
Verantwortliche Person für die EU: | Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
Maße: | 243 x 167 x 48 mm |
Von/Mit: | Howard Corb |
Erscheinungsdatum: | 28.08.2012 |
Gewicht: | 0,921 kg |
Über den Autor
Howard Corb
Inhaltsverzeichnis
Preface
Acknowledgments
List of Abbreviations
1. An Introduction to Swaps
2. The Risk Characteristics and the Traditional Uses of Swaps
3. The Pricing of Swaps
4. Caps and Floors
5. Swaptions
6. Swaps with Embedded Options
7. Structured Notes
8. Relative Value and Macro Trades
9. More Recent Product Innovations
Appendixes
A. Refresher in Option Pricing
B. A Brief Review of Some Fixed Income Topics
C. A Closer Look at Day Count and Payment Conventions in Swaps
D. A Quick Look at Mortgages
E. The Normal Model
Solutions to Selected Problems
Bibliography
Index
Acknowledgments
List of Abbreviations
1. An Introduction to Swaps
2. The Risk Characteristics and the Traditional Uses of Swaps
3. The Pricing of Swaps
4. Caps and Floors
5. Swaptions
6. Swaps with Embedded Options
7. Structured Notes
8. Relative Value and Macro Trades
9. More Recent Product Innovations
Appendixes
A. Refresher in Option Pricing
B. A Brief Review of Some Fixed Income Topics
C. A Closer Look at Day Count and Payment Conventions in Swaps
D. A Quick Look at Mortgages
E. The Normal Model
Solutions to Selected Problems
Bibliography
Index
Details
Empfohlen (von): | 22 |
---|---|
Erscheinungsjahr: | 2012 |
Fachbereich: | Volkswirtschaft |
Genre: | Importe, Wirtschaft |
Rubrik: | Recht & Wirtschaft |
Medium: | Buch |
Inhalt: | Gebunden |
ISBN-13: | 9780231159647 |
ISBN-10: | 0231159641 |
Sprache: | Englisch |
Einband: | Gebunden |
Autor: | Corb, Howard |
Hersteller: | Columbia University Press |
Verantwortliche Person für die EU: | Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
Maße: | 243 x 167 x 48 mm |
Von/Mit: | Howard Corb |
Erscheinungsdatum: | 28.08.2012 |
Gewicht: | 0,921 kg |
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