by
Sadr, Amir, 1963-
Format:
Books
Publication Date
2009
Excerpt:
Interest rate swaps and their derivatives : a practitioner's guide / Sadr, Amir, 1963-
by
Choudhry, Moorad.
Format:
Books
Publication Date
2010
Excerpt:
rates --Interest rate modeling -- Fitting the yield curve -- Forwards and futures valuation -- Swaps
by
Hull, John, 1946-
Format:
Books
Publication Date
2009
Excerpt:
-- Convexity, timing and quanto adjustments -- Interest rate derivatives : models of the short rate -- Interest