 Swaps and Other Derivatives
ISBN: 978-0-471-49589-5
Hardcover
464 pages
July 2002
US $165.00
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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.
