Valuation of Interest Rate Swaps and Swaptions
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Book Description
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.
Valuation of Interest Rate Swaps and Swaptions
Valuation of Interest Rate Swaps and Swaptions,Gerald W. Buetow,Frank J. Fabozzi,Wiley,1883249899,Business & Economics,Business / Economics / Finance,Business/Economics,Finance,Interest,Investments & Securities - General,Business & Economics / Investments & Securities
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