Swaps & Other Derivatives +CD
Rights Contact Login For More Details
- Wiley
More About This Title Swaps & Other Derivatives +CD
English
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.
English
Preface and Acknowledgements.
Introduction.
Short-term Interest Rate Swaps.
Generic Interest Rate Swaps.
The Pricing and Valuation of Non-generic Swaps.
More Complex Swaps.
Cross-currency Swaps.
Interest Rate OTC Options.
Traditional Market Risk Management.
Imperfect Risk Management.
Index.
Introduction.
Short-term Interest Rate Swaps.
Generic Interest Rate Swaps.
The Pricing and Valuation of Non-generic Swaps.
More Complex Swaps.
Cross-currency Swaps.
Interest Rate OTC Options.
Traditional Market Risk Management.
Imperfect Risk Management.
Index.
