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Swaps And Other Derivatives

Author : Richard R. Flavell
ISBN : 9780470721919
Genre : Business & Economics
File Size : 35. 27 MB
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"Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare combination makes this welcome updated second edition a useful reference work for market practitioners." —Satyajit Das, author of Swaps and Financial Derivatives Library and Traders and Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives Fully revised and updated from the first edition, Swaps and Other Derivatives, Second Edition, provides a practical explanation of the pricing and evaluation of swaps and interest rate derivatives. Based on the author’s extensive experience in derivatives and risk management, working as a financial engineer, consultant and trainer for a wide range of institutions across the world this book discusses in detail how many of the wide range of swaps and other derivatives, such as yield curve, index amortisers, inflation-linked, cross-market, volatility, diff and quanto diffs, are priced and hedged. It also describes the modelling of interest rate curves, and the derivation of implied discount factors from both interest rate swap curves, and cross-currency adjusted curves. There are detailed sections on the risk management of swap and option portfolios using both traditional approaches and also Value-at-Risk. Techniques are provided for the construction of dynamic and robust hedges, using ideas drawn from mathematical programming. This second edition has expanded sections on the credit derivatives market – its mechanics, how credit default swaps may be priced and hedged, and how default probabilities may be derived from a market strip. It also prices complex swaps with embedded options, such as range accruals, Bermudan swaptions and target accrual redemption notes, by constructing detailed numerical models such as interest rate trees and LIBOR-based simulation. There is also increased discussion around the modelling of volatility smiles and surfaces. The book is accompanied by a CD-ROM where all the models are replicated, enabling readers to implement the models in practice with the minimum of effort.

Swap Arten Und Der Einsatz Von Swaps Zur Risikosteuerung Im Kreditgesch Ft

Author : Johannes Jansen
ISBN : 9783638764377
Genre :
File Size : 49. 24 MB
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Studienarbeit aus dem Jahr 2005 im Fachbereich BWL - Bank, Borse, Versicherung, Note: 1,7, Duale Hochschule Baden-Wuttemberg, Stuttgart, fruher: Berufsakademie Stuttgart, 12 Quellen im Literaturverzeichnis, Sprache: Deutsch, Abstract: Die Veranderung der okonomischen Rahmenbedingungen, die Schwankungen der Zinssatze und Wechselkurse auf den Kapitalmarkten, die durch die Inflation zu Beginn der 70er und 80er Jahre ausgelost worden sind, waren Ausloser fur die Entwicklung neuer Finanzinstrumente. Die Finanzbranche kreierte immer wieder neue Finanzprodukte, die es moglich machen sollten, die durch die Volatilitat der Zinsen und Wahrungen und die damit verbundenen moglichen Wahrungs- und Zinsanderungsrisiken zu minimieren. Diese Entwicklung setzt sich bis heute fort, wobei zu beobachten ist, dass gerade in der heutigen wirtschaftlichen Situation eine effektive Risikovorsorge zu den primaren Unternehmenszielen gehoren muss.

Trading Natural Gas

Author : Fletcher J. Sturm
ISBN : 0878147098
Genre : Business & Economics
File Size : 73. 35 MB
Format : PDF, Kindle
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This great (how to) book covers the various mechanics of natural gas trading, including the physical (cash) market for natural gas production, transportation, distribution, and consumption. Contents: The physical (cash) market The financial market Structured transactions Hedging and trading instruments Building a risk management model.

Reverse Swap

Author : iMinds
ISBN : 9781921798733
Genre : Business & Economics
File Size : 35. 82 MB
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"A reverse swap is a secondary swap agreement entered into by a party to an existing swap contract. The secondary swap will offset, or reverse, the position held in the original agreement. In other words, it is a new swap with the exact opposite terms to a pre-existing swap contract is made. A reverse swap can therefore simply be thought of as the undoing, without the cancellation, of a previous swap agreement. However, the reverse swap need not be executed with the same counter-party to the original as it is a completely new contract and thereby allows one party to pull out from a swap at no extra cost even if the counter-party intends to keep their investment position. The reason for and method of executing a reverse swap will depend on the nature of the original agreement. Swaps are a type of derivative that, as the name suggests, involves the trading of financial benefits between two counter-parties. These benefits depend on the underlying asset in the swap agreement. Most commonly bond repayments are used, though equity and commodities based swaps are also actively traded. Note that the underlying assets themselves are not exchanged, simply the rights to the benefits derived from the asset. For example, these may be repayments on a bond or dividends from stock. Swap contracts can be made for any of a number of reasons: to hedge against changes in interest rates, commodity values, foreign exchange or some other uncertainty; to conversely speculate for capital gain; or to receive benefits from otherwise inaccessible assets"--Pub. website.

Valuation Of Interest Rate Swaps And Swaptions

Author : Gerald W. Buetow
ISBN : 1883249899
Genre : Business & Economics
File Size : 39. 16 MB
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Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.

Hp Ux 11i Internals

Author : Chris Cooper
ISBN : 0130328618
Genre : Computers
File Size : 50. 20 MB
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With under-the-hood insight, Cooper offers invaluable information for optimizing HP-UX performance, reliability, and efficiency. Readers find out how to approach system administration, tuning, and troubleshooting from a more informed perspective. This book is for every HP-UX sys admin, programmer, and performance specialist.

Swap

Author : Sam Moffie
ISBN : 0978606205
Genre : Fiction
File Size : 22. 81 MB
Format : PDF, Mobi
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Baseball's Wildest Trade Ever – Wives! Sheldon Marsh isn't happy. Hearing impaired, half-Jewish and battling a politically corrupt world in a decaying rust-belt city, his life is definitely on the decline. To make matters worse, he's been demoted from the Major Leagues to the bushes. So what's his solution? Trade in his battle-ax wife for a teammate's sexy temptress. But can he pull it off? Will it bring him the happiness he is seeking? Inspired by the real life wife-swapping incident involving two former New York Yankees, this hilarious tale shows readers how to cope with life's most unconventional choices.

Interest Rate Swaps

Author : Brian Coyle
ISBN : 0852974434
Genre : Business & Economics
File Size : 66. 10 MB
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� Worked examples illustrating key points � Explanation of complex or obscure terms � Full glossary of terms The titles in this series, all previously published by BPP Training, are now available in entirely updated and reformatted editions. Each offers an international perspective on a particular aspect of risk management. Topics include: What are interest rate swaps? Liability swaps and swap rates, matched swap payments, assets swaps, non-generic swaps, swaps and financial risk, and valuation swaps and the administration of swaps.

Swap Financing

Author : Satyajit Das
ISBN : UCSD:31822004846101
Genre : Business & Economics
File Size : 24. 50 MB
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The Swap

Author : George Layton
ISBN : 9781447206040
Genre : Juvenile Fiction
File Size : 57. 81 MB
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The coach started to move off. I felt frightened. All these weeks, looking forward to it, and now I did'nt want to go. Please, Mum, let me go home. She was running alongside, waving her hanky and crying... He'd nagged his mother for weeks to let him go on the school exchange, swapping his home in the backstreets of a northern town for a posh house in London. With a proper family. With a dad. But now it was all going wrong...

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