Interest Rate Swaps and Other Derivatives has 17 ratings and 2 reviews. Jonathan said: Great succinct writing with comprehensive math dets if you want to. Since then,the interest rate swaps and other derivative markets have grown Howard Corb Try searching on JSTOR for other items related to this book. Trove: Find and get Australian resources. Books, images, historic newspapers, maps, archives and more.
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Thanigaiarasu Thangavel marked it as to-read Dec 16, Math rated it it was amazing Mar 25, It serves as both a textbook for students and a must-have reference book for practitioners. Most recent customer reviews. Then you can start reading Kindle books on your smartphone, tablet, or computer – no Kindle device required.
Appendix A Refresher in Option Pricing.
AmazonGlobal Ship Orders Internationally. Investors who had previously enjoyed a period of high interest rates and high returns from the fixed income markets were now faced with the prospect of historic low yields. Exellent book with clear examples!!!! Interest Rate Swaps and Their Derivatives: View or edit your browsing history.
Interest rate swaps and other derivatives /Howard Corb. – National Library
In particular, there are three primary sources of risk in a fixed-floating swap: Danny Delgado marked it as to-read Jan 02, Chapter 1 An Introduction to Swaps. Through examples of financial structuring, readers will come away with an understanding of how derivatives products are created and how they can be deconstructed and analyzed effectively.
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The second type of option frequently traded in the swaps market is swaptions.
Interest Rate Swaps and Other Derivatives 4. While it is filled with sophisticated formulas and analysis, the volume is geared toward a wide range of readers searching for an in-depth understanding of these markets.
Interest Rate Swaps and Other Derivatives by Howard Corb
A Practitioner’s Guide Wiley Finance. Corb’s conversational style and presentation of the material in a working context are why I interest rate swaps and other derivatives corb recommend this book to practitioners and students looking to gain a more intuitive understanding of derivatives. A cap is a call on rates. Published on March 16, Howard Corb’s comprehensive treatment of interest rate swaps and related derivatives is destined to be the standard source for all professionals and students anxious to learn both concepts and practice.
In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them.
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In these cases, the pricing of a swap refers In the swaps market, such trades are sometimes referred to as Moataz Elmasry marked it as to-read Oct 15, Rae are used today by a myriad of institutional investors for the purposes of risk management, expressing a view on the market, and pursuing market opportunities that are otherwise unavailable using more traditional financial instruments.
Published on February 27, interest rate swaps and other derivatives corb Broadly speaking, we can classify speculative trades as being either relative value or macro in nature.
Hardcoverpages. Some of these trades were somewhat pathbreaking in nature, whereas others simply borrowed well-known concepts from other markets and recast them in the swaps market.
Share your thoughts with other customers. Caps can be written on a variety of floating rate indexes, the most common of which is 3-month LIBOR. Interest Rate Derivatives Explained: We will also discuss Bermudan swaptions. Open Preview See a Problem?
Trivia About Interest Rate Swa