Swaps and Other Derivatives |
|
| Author:
| Flavell, Richard R. |
| Series title: | The Wiley Finance Ser. |
| ISBN: | 978-0-470-72191-9 |
| Publication Date: | Dec 2009 |
| Publisher: | John Wiley & Sons, Limited
|
| Book Format: | Hardback |
| List Price: | AUD $158.95 |
Book Description:
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· Focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built and also covers options and interest rates as they relate to swaps, as they are often traded together.
· Focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built and also covers options and interest rates as they relate to swaps, as they are often traded together.