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Valuation of Interest Rate Swaps and Swaptions

ISBN: 978-1-883249-89-2
Hardcover
252 pages
June 2000
List Price: US $95.00
Government Price: US $48.45
Enter Quantity:   Buy
Valuation of Interest Rate Swaps and Swaptions (1883249899) cover image
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Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.
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