Interest Rate Swaps and Their Derivatives: A Practitioner's Guide (Wiley Finance) |  | Author: Amir Sadr
Publisher: Wiley
List Price: $85.00
Buy New: $47.58
as of 11/23/2009 07:51 CST details
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Seller: sbd-
Rating:  4 reviews
Sales Rank: 49154
Media: Hardcover
Pages: 247
Number Of Items: 1
Shipping Weight (lbs): 1.1
Dimensions (in): 9 x 6.3 x 1.1
ISBN: 0470443944
Dewey Decimal Number: 332.6323
EAN: 9780470443941
ASIN: 0470443944
Publication Date: September 8, 2009
Availability: Usually ships in 1-2 business days
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Product Description
An up-to-date look at the evolution of interest rate swaps and derivatives Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including swaps, options (cap/floors, swaptions), CMS products, and Bermudan callables. It also covers the main valuation techniques for the exotics/structured-notes area, which remains one of the most challenging parts of the market. - Provides a balance of relevant theory and real-world trading instruments for rate swaps and swap derivatives
- Uses simple settings and illustrations to reveal key results
- Written by an experienced trader who has worked with swaps, options, and exotics
With this book, author Amir Sadr shares his valuable insights with practitioners in the field of interest rate derivatives-from traders and marketers to those in operations.
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| Customer Reviews:
An excellent book on swaps and derivatives November 13, 2009
Xin Chen (Jersey City, NJ United States)
The book is excellent with good balance of math and conceptual common sense. The book shows me the framework for instrument pricing via replication. With it, I can theoretically price any derivatives in the world which is quite powerful idea. A great book for people who want to learn pricing wide ranges of derivative products.
An Excellent Guide to Swap Market November 5, 2009
Youngzheng Lang (new york, usa)
Comparing with other books on swap subject, this book offer a good balance between clearness of the concepts and just enough technical details to handle the real world problem. Reading this books is like attending a seminar taught by senior quantitative trader, it really filled the gaps in my knowledge.
Required reading... October 2, 2009
David Kelly (New York, NY)
There are loads of books on the theory behind derivatives pricing - this book is unique in that it identifies and clearly explains the important practical aspects of these markets, including the jargon and conventions. Even after 20 years in the industry, this book completed many gaps in my knowledge base. It fills an important gap between the Handbook of Fixed Income Securities and Options, Futures and Other Derivatives.
Great practical overview of derivatives market October 2, 2009
Peter Decrem (NY, USA)
1 out of 1 found this review helpful
The book fills a great niche in between very simple overviews and the very mathematical oriented work. If you need to know things like day counts for different indices, CMS convexity adjustments and a general overview over the different measures used to price derivatives, the different interest rate models etc. this is the book to own.
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