Articoli correlati a A Simplified Method for pricing Interest Rate Swaps...

A Simplified Method for pricing Interest Rate Swaps and Swaptions: Collected Swap Pricing Articles of David Smith - Brossura

Smith, Mr. David Roy

 
9781535369442: A Simplified Method for pricing Interest Rate Swaps and Swaptions: Collected Swap Pricing Articles of David Smith
Brossura
ISBN 10: 1535369442 ISBN 13: 9781535369442
Casa editrice: CreateSpace Independent Publishing Platform, 2016

Sinossi

This book is a collection of three articles written by David Smith on interest rate swap and swaption pricing. It is a simplified approach that uses the bootstrap method to derive a zero coupon curve. For the swap option pricing a basic Black Commodity model is used. Useful for educational and training purposes for beginners to the field. Practical examples are provided

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Editore
CreateSpace Independent Publishing Platform
Data di pubblicazione
2016
Lingua
Inglese
ISBN 10 
1535369442
ISBN 13 
9781535369442
Rilegatura
Copertina flessibile
Numero di pagine
42
Contatto del produttore
Manufactured by Amazon on behalf of the author
https://www.amazon.it/hz/contact-us

c/o Amazon Media EU S.à.r.l., 38 Avenue John F. Kennedy
Luxembourg
L-1855
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