Swap Finance
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Swap Derivative Financing
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Author : Satyajit Das
language : en
Publisher: McGraw-Hill Companies
Release Date : 1994
Swap Derivative Financing written by Satyajit Das and has been published by McGraw-Hill Companies this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Business & Economics categories.
Addresses recent developments in the market and analyzes new swap structures. Explains the banking innovations, techniques and players that spawned this financial revolution. Specific topics include: The structure and operation of all major swap markets in North America, Europe and Asia; The economics and pricing of a wide variety of swap structures; Techniques for hedging swaps and managing a swap inventory; Using swaps to access low-cost funding and to manage asset/liability positions; Accounting, taxation, legal and documentary issues.
Understanding Swap Finance
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Author : John Francis Marshall
language : en
Publisher: Thomson South-Western
Release Date : 1990
Understanding Swap Finance written by John Francis Marshall and has been published by Thomson South-Western this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Swap (Finance) categories.
Includes bibliographical references and index.
Understanding Swaps
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Author : John Francis Marshall
language : en
Publisher: University of Texas Press
Release Date : 1993-11-08
Understanding Swaps written by John Francis Marshall and has been published by University of Texas Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-11-08 with Business & Economics categories.
Written by international experts on the theory and practice of swaps, this primer provides a conceptual and practical framework for grasping the seemingly complex field of swaps. Includes examples that show how complex financial structures can be built by using a number of different swaps.
Financial Derivatives
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Author : George M Constantinides
language : en
Publisher: World Scientific
Release Date : 2014-12-18
Financial Derivatives written by George M Constantinides and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-12-18 with Business & Economics categories.
Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk. This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA elective course on futures, forwards, swaps, options, corporate securities, and credit default swaps. It covers the foundations of derivatives pricing in arbitrage-free markets, develops the methodology of risk-neutral valuation, and discusses hedging and the management of risk. Contents: Introduction to Forward and Futures ContractsPricing Forwards and FuturesInterest Rate and Currency SwapsIntroduction to Options and No-Arbitrage RestrictionsTrading Strategies and Slope and Convexity RestrictionsOptimal Early Exercise of American OptionsBinomial Option PricingUsing the Binomial ModelThe Black–Scholes–Merton Option Pricing FormulaOptions on FuturesRisk ManagementEmpirical Evidence and FixesCorporate Securities and Credit Risk Readership: Advanced undergraduates and postgraduate students of finance along with MBA students taking an elective on derivatives and risk management in finance. Key Features:Develops the theory of arbitrage-free derivatives pricingCovers a broad set of derivatives including futures, forwards, swaps, options, corporate securities, and credit default swapsDiscusses hedging and risk managementKeywords:Futures;Forwards;Options;Corporate Securities;Derivatives;Hedging;Risk Management
Risk Management
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Author : Satyajit Das
language : en
Publisher: John Wiley & Sons
Release Date : 2005-10-14
Risk Management written by Satyajit Das and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-14 with Business & Economics categories.
Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).
Interest Rate Swaps And Other Derivatives
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Author : Howard Corb
language : en
Publisher: Columbia University Press
Release Date : 2012-08-28
Interest Rate Swaps And Other Derivatives written by Howard Corb and has been published by Columbia University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-28 with Business & Economics categories.
The first swap was executed over thirty years ago. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by a myriad of institutional investors for the purposes of risk management, expressing a view on the market, and pursuing market opportunities that are otherwise unavailable using more traditional financial instruments. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them. Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style. While it is filled with sophisticated formulas and analysis, the volume is geared toward a wide range of readers searching for an in-depth understanding of these markets. It serves as both a textbook for students and a must-have reference book for practitioners. Corb helps readers develop an intuitive feel for these products and their use in the market, providing a detailed introduction to more complicated trades and structures. Through examples of financial structuring, readers will come away with an understanding of how derivatives products are created and how they can be deconstructed and analyzed effectively.
Interest Rate Swaps
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Author : Carl R. Beidleman
language : en
Publisher: Irwin Professional Publishing
Release Date : 1991
Interest Rate Swaps written by Carl R. Beidleman and has been published by Irwin Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Business & Economics categories.
This broad overview of swaps brings you the experience of prominent international authorities who explain how to effectively manage interest rate risk.
Interest Rate Swaps And Their Derivatives
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Author : Amir Sadr
language : en
Publisher: John Wiley & Sons
Release Date : 2009-08-07
Interest Rate Swaps And Their Derivatives written by Amir Sadr and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-08-07 with Business & Economics categories.
An up-to-date look at the evolution of interest rate swaps and derivatives Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including swaps, options (cap/floors, swaptions), CMS products, and Bermudan callables. It also covers the main valuation techniques for the exotics/structured-notes area, which remains one of the most challenging parts of the market. Provides a balance of relevant theory and real-world trading instruments for rate swaps and swap derivatives Uses simple settings and illustrations to reveal key results Written by an experienced trader who has worked with swaps, options, and exotics With this book, author Amir Sadr shares his valuable insights with practitioners in the field of interest rate derivatives-from traders and marketers to those in operations.
Swap Financing
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Author : Satyajit Das
language : en
Publisher: Law Book Company for New South Wales Bar Association
Release Date : 1989
Swap Financing written by Satyajit Das and has been published by Law Book Company for New South Wales Bar Association this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Banks and banking, International categories.
Swaps And Other Derivatives
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Author : Richard R. Flavell
language : en
Publisher: John Wiley & Sons
Release Date : 2010-01-19
Swaps And Other Derivatives written by Richard R. Flavell and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-01-19 with Business & Economics categories.
"Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare combination makes this welcome updated second edition a useful reference work for market practitioners." —Satyajit Das, author of Swaps and Financial Derivatives Library and Traders and Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives Fully revised and updated from the first edition, Swaps and Other Derivatives, Second Edition, provides a practical explanation of the pricing and evaluation of swaps and interest rate derivatives. Based on the author’s extensive experience in derivatives and risk management, working as a financial engineer, consultant and trainer for a wide range of institutions across the world this book discusses in detail how many of the wide range of swaps and other derivatives, such as yield curve, index amortisers, inflation-linked, cross-market, volatility, diff and quanto diffs, are priced and hedged. It also describes the modelling of interest rate curves, and the derivation of implied discount factors from both interest rate swap curves, and cross-currency adjusted curves. There are detailed sections on the risk management of swap and option portfolios using both traditional approaches and also Value-at-Risk. Techniques are provided for the construction of dynamic and robust hedges, using ideas drawn from mathematical programming. This second edition has expanded sections on the credit derivatives market – its mechanics, how credit default swaps may be priced and hedged, and how default probabilities may be derived from a market strip. It also prices complex swaps with embedded options, such as range accruals, Bermudan swaptions and target accrual redemption notes, by constructing detailed numerical models such as interest rate trees and LIBOR-based simulation. There is also increased discussion around the modelling of volatility smiles and surfaces. The book is accompanied by a CD-ROM where all the models are replicated, enabling readers to implement the models in practice with the minimum of effort.