Interest rate swaps and their derivatives : a practitioner's guide / Sadr, Amir, 1963-

-- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Securitization and the credo

.2.Libor Rates and Vanilla Interest Rate Swaps --

Interest Rate Swaps Equity Swaps Currency Derivatives Property Derivatives Commodity Derivatives Energy

Construction with Interest Rate Futures -- 3.5.1.Certainty Equivalence of Eurodollar Futures -- 3.5.2.Forward

; Gamble -- How to Reduce Financing Costs with Levered Interest Rate Swaps -- Embedded Options and Hidden

.Interest rate futures -- 6.2.3.Interest rate swaps -- 6.2.4.Options on single-period short-term interest

rates --Interest rate modeling -- Fitting the yield curve -- Forwards and futures valuation -- Swaps

-- Notes -- ch. 6 Eurodollar Futures: Interest Rate Market Building Blocks -- Eurodollar Futures Market

CDS delivery option : better pricing of credit default swaps / Boberski, David.

-- Convexity, timing and quanto adjustments -- Interest rate derivatives : models of the short rate -- Interest

-- Determination of forward and futures prices -- Interest rate futures -- Swaps -- Mechanics of options markets