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Swaps And Other Derivatives

Author : Richard R. Flavell
ISBN : 9780470721919
Genre : Business & Economics
File Size : 34. 78 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.

Valuation Of Interest Rate Swaps And Swaptions

Author : Gerald W. Buetow
ISBN : 1883249899
Genre : Business & Economics
File Size : 69. 58 MB
Format : PDF, ePub
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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.

Trading Natural Gas

Author : Fletcher J. Sturm
ISBN : 0878147098
Genre : Business & Economics
File Size : 81. 16 MB
Format : PDF, ePub
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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.

Hp Ux 11i Internals

Author : Chris Cooper
ISBN : 0130328618
Genre : Computers
File Size : 39. 66 MB
Format : PDF, Mobi
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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.

Interest Rate Swaps

Author : Brian Coyle
ISBN : 0852974434
Genre : Business & Economics
File Size : 81. 43 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.

What Determines U S Swap Spreads

Author :
ISBN : 0821363387
Genre : Interest rates
File Size : 39. 88 MB
Format : PDF
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The Repo Handbook

Author : Moorad Choudhry
ISBN : 0750651628
Genre : Business & Economics
File Size : 73. 62 MB
Format : PDF
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This text provides comprehensive professional information, explanations and analysis at advanced level of one of the most important instruments in the global money and capital markets - the REPO market.

Swap

Author : Sam Moffie
ISBN : 0978606205
Genre : Fiction
File Size : 43. 9 MB
Format : PDF, Kindle
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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 And Other Derivatives

Author : Howard Corb
ISBN : 9780231159647
Genre : Business & Economics
File Size : 29. 74 MB
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The first swap was executed over thirty years ago. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by a myriad of institutional investors for the purposes of risk management, expressing a view on the market, and pursuing market opportunities that are otherwise unavailable using more traditional financial instruments. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them. Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style. While it is filled with sophisticated formulas and analysis, the volume is geared toward a wide range of readers searching for an in-depth understanding of these markets. It serves as both a textbook for students and a must-have reference book for practitioners. Corb helps readers develop an intuitive feel for these products and their use in the market, providing a detailed introduction to more complicated trades and structures. Through examples of financial structuring, readers will come away with an understanding of how derivatives products are created and how they can be deconstructed and analyzed effectively.

A Fair Swap

Author : Jenny Giles
ISBN : 1869613511
Genre : Readers
File Size : 72. 40 MB
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There once was a husband and wife and the husband was sad because he had to go out every day and work in the fields while his wife stayed at home and did the house work. The wife insisted they both swap for the day and see whose job is easier.

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