Search Results for Interest rate swaps.

3 Results Found

000IIE

Sadr, Amir, 1963-

Format:

Books

Publication Date

2009

Excerpt:

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

Available: Copies:

Choudhry, Moorad.

Format:

Books

Publication Date

2010

Excerpt:

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

Available: Copies:

Hull, John, 1946-

Format:

Books

Publication Date

2009

Excerpt:

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

Available: Copies:

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