-------如果这里没有任何信息,不是真没有,是我们懒!请复制书名上amazon搜索书籍信息。-------
Product details
- ISBN-10: 1883249899
- ISBN-13: 9781883249892
- Author:
- Language: English
Product description
Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.