Product Information
Swaps and Other Instruments focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as they relate to swaps, as they are often traded together. The book will include coverage of all the latest swaps including credit, commodity and equity swaps. Exercises and simulations are also provided on an accompanying CD ROM, including Excel spreadsheets enabling the reader to simulate and build their own spreadsheet models.Product Identifiers
PublisherJohn Wiley & Sons AND Sons LTD
ISBN-139780471495895
eBay Product ID (ePID)87818502
Product Key Features
Number of Pages464 Pages
LanguageEnglish
Publication NameSwaps and Other Derivatives
Publication Year2002
SubjectFinance
TypeTextbook
AuthorRichard R. Flavell
SeriesWiley Finance Series
Dimensions
Item Height252 mm
Item Weight1192 g
Additional Product Features
Country/Region of ManufactureUnited Kingdom
Title_AuthorRichard R. Flavell