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The Swaps And Financial Derivatives Library
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Download or read book Risk Management written by Satyajit Das and published by John Wiley & Sons. This book was released on 2005-10-14 with total page 1348 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).
Book Synopsis Derivative Products and Pricing by : Satyajit Das
Download or read book Derivative Products and Pricing written by Satyajit Das and published by John Wiley & Sons. This book was released on 2005-10-06 with total page 873 pages. Available in PDF, EPUB and Kindle. Book excerpt: Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.
Book Synopsis The Swaps & Financial Derivatives Library by :
Download or read book The Swaps & Financial Derivatives Library written by and published by . This book was released on 200? with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Swaps and Financial Derivatives Library by : Satyajit Das
Download or read book The Swaps and Financial Derivatives Library written by Satyajit Das and published by Wiley. This book was released on 2006-04-21 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Das Swaps & Financial Derivatives Library – Third Edition, Revised is the successor to Swaps & Financial Derivatives, which was first published in 1989 (as Swap Financing). A second edition was published in 1994 (as Swaps & Financial Derivatives – Second Edition (in most of the world) and Swaps & Derivative Financing – Second Edition (in the USA). The changes in the market since the publication of the second edition have necessitated this third edition. The Das Swaps & Financial Derivatives Library – Third Edition, Revised is a four-volume set that incorporates extensive new material in all sections to update existing areas of coverage. In addition, several new chapters covering areas of market development have been included. This has resulted in a significant expansion in the size of the text. The four volumes in this set are: Derivative Products & Pricing Risk Management Structured Products Volume 1: Exotic Options, Interest Rates & Currency Structured Products Volume 2: Equity, Commodity, Credit & New Markets
Book Synopsis The Swaps and Financial Derivatives Library by : Satyajit Das
Download or read book The Swaps and Financial Derivatives Library written by Satyajit Das and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The Das Swaps & Financial Derivatives Library - Third Edition Revised is the successor to Swaps & Financial Derivatives, which was first published in 1989 (as Swap Financing).
Book Synopsis Swaps and Other Derivatives by : Richard R. Flavell
Download or read book Swaps and Other Derivatives written by Richard R. Flavell and published by John Wiley & Sons. This book was released on 2010-01-19 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: "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.
Book Synopsis The Swaps & Financial Derivatives Library by : Satyajit Das
Download or read book The Swaps & Financial Derivatives Library written by Satyajit Das and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Swaps and Financial Derivatives Library by : Satyajit Das
Download or read book The Swaps and Financial Derivatives Library written by Satyajit Das and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The Das Swaps & Financial Derivatives Library - Third Edition Revised is the successor to Swaps & Financial Derivatives, which was first published in 1989 (as Swap Financing).
Book Synopsis The Swaps and Financial Derivatives Library by : Satyajit Das
Download or read book The Swaps and Financial Derivatives Library written by Satyajit Das and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The Das Swaps & Financial Derivatives Library - Third Edition Revised is the successor to Swaps & Financial Derivatives, which was first published in 1989 (as Swap Financing).
Download or read book Risk Management written by Satyajit Das and published by . This book was released on 2006 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Swaps & Financial Derivatives Library: Risk management by : Satyajit Das
Download or read book Swaps & Financial Derivatives Library: Risk management written by Satyajit Das and published by . This book was released on 2006 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Swaps & Financial Derivatives Library: Structured products : volume1, exotic options ; interst rates & currency by : Satyajit Das
Download or read book Swaps & Financial Derivatives Library: Structured products : volume1, exotic options ; interst rates & currency written by Satyajit Das and published by . This book was released on 2006 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Swaps & Financial Derivatives Library: Structured products : volume 2, equity ; commodity ; credit & new markets by : Satyajit Das
Download or read book Swaps & Financial Derivatives Library: Structured products : volume 2, equity ; commodity ; credit & new markets written by Satyajit Das and published by . This book was released on 2006 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Swaps and Other Derivatives by : Richard R. Flavell
Download or read book Swaps and Other Derivatives written by Richard R. Flavell and published by Wiley. This book was released on 2002-07-09 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: Swaps and Other Instruments focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as they relate to swaps, as they are often traded together. The book will include coverage of all the latest swaps including credit, commodity and equity swaps. Exercises and simulations are also provided on an accompanying CD ROM, including Excel spreadsheets enabling the reader to simulate and build their own spreadsheet models.
Book Synopsis Structured Products Volume 1 by : Satyajit Das
Download or read book Structured Products Volume 1 written by Satyajit Das and published by Wiley. This book was released on 2005-10-24 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets using derivatives (such as asset swaps, structured notes and repackaged assets), exotic options, non-generic derivative structures used in interest rates and currency markets (including non-generic swaps, basis (floating-to-floating) swaps, swaptions (options on interest rate swaps), callable bonds, CMT products, IAR products, interest rate and currency structured products.
Book Synopsis Interest Rate Swaps and Other Derivatives by : Howard Corb
Download or read book Interest Rate Swaps and Other Derivatives written by Howard Corb and published by Columbia University Press. This book was released on 2012-08-28 with total page 623 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Interest Rate Swaps and Their Derivatives by : Amir Sadr
Download or read book Interest Rate Swaps and Their Derivatives written by Amir Sadr and published by John Wiley & Sons. This book was released on 2009-09-09 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.