Login       My Wishlist
  My Cart
$0.00 / 0 items
 
HYIP Offer
The Knowledge You Need to Make Smart, Safe Investments
International Access
Global Shipping Options Available
Home   Our Catalog   Bonds

Interest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained)


Huge Savings Item! Save 16% on the Interest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained) by Palgrave Macmillan at HYIP Offer. Hurry! Limited time offer. Offer valid only while supplies last. The interest rate derivatives markets underwent significant change in the wake of the global financial crisis, change that included the adoption of


Product Description

The interest rate derivatives markets underwent significant change in the wake of the global financial crisis, change that included the adoption of multi-curve modelling frameworks and market data. Furthermore, even for simple financial instruments significant effort for pricing and risk management can be necessary due to collateral agreements and the consideration of xVA. The latter are adjustments due to credit or liquidity issues. We not only cover multiple yield curve construction but we also consider volatility surfaces for different underlyings.

Interest Rate Derivatives Explained provides a technical but practical guide to the post-crisis fixed income markets, examining the business, products and structures and modeling of interest rate instruments. Written in a highly practical manner, it provides a foundation of knowledge and a solid understanding of the current market practice for financial engineering, risk management and trading of interest rate products.

The book begins by outlining the new, post-crisis market infrastructure along with the regulations that are reshaping the industry. This includes clearing mechanisms, collateral, and then an introduction to the basis notions of interest rates. In this light we discuss all necessary steps to cover linear instruments such as swaps. To this end we consider the building of yield curves in detail. Further to these considerations we discuss the notion of volatility and cover the standard options Caps/Floors and Swaptions but also advanced products including Constant Maturity Swaps are considered. Here we detail the pricing, the risk factors and the proper management for trading, controlling and for Treasury departments.

Interest Rate Derivatives Explained will provide both new and seasoned practitioners with a concise but thorough guide to the fundamentals of interest rate products, markets, pricing and risk management, and will be a valuable reference for anyone studying or researching the field.

Additional Information

Manufacturer:Palgrave Macmillan
Publisher:Palgrave Macmillan
Studio:Palgrave Macmillan
EAN:9781137360069
Item Size:0.53 x 9.18 x 9.18 inches
Package Weight:0.79 pounds
Package Size:6.54 x 0.71 x 0.71 inches

Interest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained) by Palgrave Macmillan

Buy Now:
Interest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained)

Brand: Palgrave Macmillan
4.5 out of 5 stars with 31 reviews
Condition: New
Lead Time: 1 - 2 Business Days
Availability: In Stock
$45.00
$38.00
You Save: 16%


Quantity:  

 


View More In Bonds.

 


Have questions about this item, or would like to inquire about a custom or bulk order?


If you have any questions about this product by Palgrave Macmillan, contact us by completing and submitting the form below. If you are looking for a specif part number, please include it with your message.

First Name:
Last Name:
Email Address:
Your Message:

Related Best Sellers


The Predators' Ball: The Inside Story of Drexel Burnham and the Rise of the JunkBond Raiders
By Bruck, Connie
mpn: 9780140120905, ean: 9780140120905, isbn: 0140120904,
During the 1980s, Michael Milken at Drexel Burnham Lambert was the Billionaire Junk Bond King. He invented such things as “the highly confident letter” (I’m highly confident that I can raise the money you need to buy company X) and “the blind...

Investing in Bonds For Dummies
By For Dummies
mpn: 43171-521868, ean: 9781119121831, isbn: 1119121833,
Change up your investment strategy. Diversify with bonds!Stock, bonds, mutual funds—are all of these elements really necessary in your investment portfolio? Yes! Investing in Bonds For Dummies introduces you to the world of bond investment—and eq...

Liar's Poker (25th Anniversary Edition): Rising Through the Wreckage on Wall Street (25th Anniversary Edition)
By W W Norton Company
mpn: 9780393246100, ean: 9780393246100, isbn: 0393246108,
The time was the 1980s. The place was Wall Street. The game was called Liar’s Poker. Before there was Flash Boys and The Big Short, there was Liar's Poker. A knowing and unnervingly talented debut, this insider’s account of 1980s Wall Street exc...

The Bond Book, Third Edition: Everything Investors Need to Know About Treasuries, Municipals, GNMAs, Corporates, Zeros, Bond Funds, Money Market Funds, and More
By McGraw-Hill Education
ean: 9780071664707, isbn: 007166470X,
Everything on Treasuries, munis, bond funds, and more! The bond buyer’s answer book―updated for the new economy “As in the first two editions, this third edition of The Bond Book continues to be the ideal reference for the individual investor. ...

Irrational Exuberance: Revised and Expanded Third Edition
By imusti
mpn: 44677331, ean: 9780691173122, isbn: 0691173125,
In this revised, updated, and expanded edition of his New York Times bestseller, Nobel Prize–winning economist Robert Shiller, who warned of both the tech and housing bubbles, cautions that signs of irrational exuberance among investors have only i...

Liar's Poker (Norton Paperback)
By W. W. Norton amp; Company
mpn: 28954415, ean: 9780393338690, isbn: 039333869X,
The time was the 1980s. The place was Wall Street. The game was called Liar’s Poker. Michael Lewis was fresh out of Princeton and the London School of Economics when he landed a job at Salomon Brothers, one of Wall Street’s premier investment fir...

Handbook of Common Stocks - Fall Edition
By Mergent Inc
ean: 9781630533847, isbn: 163053384X,
Mergent's Handbook of Common Stocks offers quick and easy access to key financial statistics on approximately 900 New York Stock Exchange-listed issues. Updated quarterly, the handbook offers market data, performance ratios, stock prices, and divide...

Constructing and Calculating Bond Indices: A Guide to the Effas Standard Rules
By Probus Professional Pub
ean: 9781557388148, isbn: 1557388148,
A cutting-edge book for bond market professionals. With the explosion in international bond investment, traders and investors need benchmarks to compare different markets and to measure their own performance. Brown's book explains how popular bond i...

Introduction to Derivative Financial Instruments: Bonds, Swaps, Options, and Hedging
By Dimitris N Chorafas
mpn: charts., ean: 9780071546638, isbn: 0071546634,
Written by a renowned corporate financial advisor, this timely guide offers a comprehensive treatment of derivative financial instruments, fully covering bonds, interest swaps, options, futures, Forex, and more. The author explains the strategic use ...

Speculation in Commodity Contracts and Options
By Brand: Irwin Professional Pub
ean: 9780870946721, isbn: 0870946722,
Speculation in Commodity Contracts and Options...

Scroll to Top


Privacy Policy / Terms of Service / Accessibility Statement
© 2019 - hyipoffer.com. All Rights Reserved.