Swaps and other derivatives, Richard Flavell

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Swap is one of the most fundamental interest rate derivatives in capital markets.From simple to complex, the author explained various kinds of swaps to the reader using many pratical examples.
A very good book especially who want to study mathematical finance with little related backgrounds.


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.




Swaps_and_Other_Derivatives__The_Wiley_Finance_Series_.pdf (28.37 MB, 需要: 10 个论坛币)

2013-4-22 01:41:48 上传

swaps and other derivatives
需要: 10 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏9 回帖

关键词：derivatives Derivative Richard Other Swaps especially experience management explained extensive

Is this second edition or first edition?

I will buy if it is the second edition.  publishing date in 2010.

Thanks

second edition or first edition?
Please let me know.
Thanks

too expensive

顶一下

https://bbs.pinggu.org/thread-1560182-1-1.html 5论坛币

ding................

thanks

have a look