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Swaps and Other Derivatives Book

Swaps and Other Derivatives
Swaps and Other Derivatives, Richard Flavell has a long association with the swap market from an academic and practitioner's point of view. Swaps and Other Derivatives is a compendium of practical information on the valuation, pricing, trading and structuring of swaps. It will fulfi, Swaps and Other Derivatives has a rating of 3 stars
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Swaps and Other Derivatives, Richard Flavell has a long association with the swap market from an academic and practitioner's point of view. Swaps and Other Derivatives is a compendium of practical information on the valuation, pricing, trading and structuring of swaps. It will fulfi, Swaps and Other Derivatives
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  • Swaps and Other Derivatives
  • Written by author Richard Flavell
  • Published by Wiley, John & Sons, Incorporated, June 2002
  • "Richard Flavell has a long association with the swap market from an academic and practitioner's point of view. Swaps and Other Derivatives is a compendium of practical information on the valuation, pricing, trading and structuring of swaps. It will fulfi
  • Based on the author's own extensive experience as a financial engineer, trainer and consultant, Swaps and Other Derivatives provides a detailed and practical approach to the pricing of a wide range of swap structures, including non-generic interest rate a
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Book Categories

Authors

Preface and Acknowledgements
1Introduction1
2Short-term interest rate swaps11
3Generic interest rate swaps35
4The pricing and valuation of non-generic swaps65
5More complex swaps95
6Cross-currency swaps205
7Interest rate OTC options267
8Traditional market risk management333
9Imperfect risk management379
Index447


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Swaps and Other Derivatives, Richard Flavell has a long association with the swap market from an academic and practitioner's point of view. Swaps and Other Derivatives is a compendium of practical information on the valuation, pricing, trading and structuring of swaps. It will fulfi, Swaps and Other Derivatives

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Swaps and Other Derivatives, Richard Flavell has a long association with the swap market from an academic and practitioner's point of view. Swaps and Other Derivatives is a compendium of practical information on the valuation, pricing, trading and structuring of swaps. It will fulfi, Swaps and Other Derivatives

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Swaps and Other Derivatives, Richard Flavell has a long association with the swap market from an academic and practitioner's point of view. Swaps and Other Derivatives is a compendium of practical information on the valuation, pricing, trading and structuring of swaps. It will fulfi, Swaps and Other Derivatives

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