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A Simplified Method for pricing Interest Rate Swaps and Swaptions: Collected Swap Pricing Articles of David Smith - Tapa blanda

Smith, Mr. David Roy

 
9781535369442: A Simplified Method for pricing Interest Rate Swaps and Swaptions: Collected Swap Pricing Articles of David Smith
Tapa blanda
ISBN 10: 1535369442 ISBN 13: 9781535369442
Editorial: CreateSpace Independent Publishing Platform, 2016

Sinopsis

This book is a collection of three articles written by David Smith on interest rate swap and swaption pricing. It is a simplified approach that uses the bootstrap method to derive a zero coupon curve. For the swap option pricing a basic Black Commodity model is used. Useful for educational and training purposes for beginners to the field. Practical examples are provided

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Acerca del autor

David Smith has over 25 years of experience in capital markets derivatives trading and risk management at large financial institutions like Depfa Bank, Bayern LB, Ambac inc. and New York Life. Me Smith has an MBA in Finance from New York University Stern School of Business.

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Editorial
CreateSpace Independent Publishing Platform
Año de publicación
2016
Idioma
Inglés
ISBN 10 
1535369442
ISBN 13 
9781535369442
Encuadernación
Tapa blanda
Número de páginas
42
Contacto del fabricante
Manufactured by Amazon on behalf of the author
https://www.amazon.es/hz/contact-us

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