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.About the Author:
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.
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Descripción Wiley, 2002. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0471495891
Descripción Wiley, 2002. Hardcover. Estado de conservación: New. New item. Nº de ref. de la librería QX-151-19-1338401
Descripción Estado de conservación: Brand New. Book Condition: Brand New. Nº de ref. de la librería 97804714958951.0
Descripción Wiley, 2002. Hardcover. Estado de conservación: New. Nº de ref. de la librería DADAX0471495891