Interest Rate Derivatives Explained Volume 1: Products and Markets
Heftet /
2019
/ Engelsk
Produktdetaljer
ISBN
9781349953776
Publisert
2019-06-07
Utgiver
Palgrave Macmillan
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Research, P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
14
Forfatter
Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.
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Based on strong empirical evidence this book provides an explanation of actual Market Data (including new setting for quotation, negative rates, etc.) Explores new multi-curve set-up and provides a detailed outline of the new multi-curve set-up and the implications for risk management and pricing Offers practical guidance and provides a detailed explanation of the fundamental products, alongside applied 'how to' advice
Les mer
Produktdetaljer
ISBN
9781349953776
Publisert
2019-06-07
Utgiver
Palgrave Macmillan
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Research, P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
14
Forfatter