Valuation of Interest Rate Swaps and Swaptions
Autor: | Buetow, Gerald W Fabozzi, Frank J |
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EAN: | 9781883249892 |
Sachgruppe: | Wirtschaft |
Sprache: | Englisch |
Seitenzahl: | 252 |
Produktart: | Gebunden |
Veröffentlichungsdatum: | 15.06.2000 |
Schlagworte: | Business / Economics / Finance |
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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.