Swaps and other derivatives
Auteur :
Flavell, Richard R.
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470721919
Date de publication :
4 déc. 2009
Dimensions :
25,4 x 19,6 x 2,5 cm
Poids :
943 g
Langue :
Anglais
Pays d'origine :
USA
* Focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built and also covers options and interest rates as they relate to swaps, as they are often traded together.