Search Results for Interest rate swaps.

Select an Action

5 Results Found

00000IIE

Trading the fixed income, inflation and credit markets : a relative value guide

Schofield, Neil C.

Cover image http://catalogimages.wiley.com/images/db/jimages/9780470742297.jpg

Format:

Books

Publication Date

2011

Excerpt:

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

Available: Copies:

Financial engineering and arbitrage in the financial markets

Dubil, Robert.

Format:

Books

Publication Date

2011

Excerpt:

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

Available: Copies:

GLOBAL DERIVATIVE DEBACLES : FROM THEORY TO MALPRACTICE.

JACQUE, LAURET L.

Format:

Books

Publication Date

2011

Excerpt:

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

Available: Copies:

The CME group risk management handbook : products and applications

Labuszewski, John.

Format:

Books

Publication Date

2010

Excerpt:

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

Available: Copies:

Fixed-income securities and derivatives handbook: analysis and valuation

Choudhry, Moorad.

Format:

Books

Publication Date

2010

Excerpt:

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

Available: Copies:

Select an Action

	{displayName}	{count}
{error}