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

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

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

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

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

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

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

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

structures : triggers, interest rate swaps, and reserve accounts -- Analytics and output reporting

futures -- Ch. 4. Interest rates -- Ch. 5. Determination of forward and futures prices -- Ch. 6. Interest

exchange -- Options -- Currency options -- Interest rate risk -- Financial engineering -- International

Foreign Exchange. Currency and Interest Rate Swaps. International Portfolio Investments -- Foreign