Interest Rate Swaps and Other Derivatives has 17 ratings and 2 reviews. Jonathan said: Great succinct writing with comprehensive math dets if you want to. Since then,the interest rate swaps and other derivative markets have grown Howard Corb Try searching on JSTOR for other items related to this book. Trove: Find and get Australian resources. Books, images, historic newspapers, maps, archives and more.
|Published (Last):||25 April 2004|
|PDF File Size:||4.80 Mb|
|ePub File Size:||5.90 Mb|
|Price:||Free* [*Free Regsitration Required]|
Swaptions are options on swaps, giving the holder the right, but not the obligation, to enter into a swap. In the early wnd, the U. Stockfish rated it it was amazing Mar 17, The first swap was executed over thirty years ago.
Buy for others
Interest rate swaps and other derivatives corb is also some highly relevant discussion about relative value trades and asset swaps, which are essential concepts for money managers and hedge funds. Kelvin Leung marked it as to-read Oct 31, It serves as both a textbook for students and a must-have reference book for practitioners. Page 1 of 1 Start over Page 1 of 1. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions.
Toryn Green added it Oct 21, Martin Goni is currently reading it Jan 02, An Introduction to Swaps 2. August 28, Sold by: Corb’s book uniquely marries academic rigor and real-world trading experience in a compelling, readable style.
Amazon Rapids Fun stories for kids on the go. Columbia Business School Publishing. Othdr Elmasry marked it as to-read Oct 15, Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions.
Set up a giveaway. Amazon Music Stream millions of songs.
Interest Rate Swaps and Other Derivatives by Howard Corb
We will also discuss Bermudan swaptions. Login Through Your Library. Return to Book Page.
Hardcoverpages. The explosion of structured rate derivatives has received much less coverage in the literature than credit derivatives, and Corb’s treatment of forward vol and curve options is superb.
At the same time, the sophistication of the derivative markets was on the rise, allowing dealers to price and hedge more complex, riskier trades.
Interest Rate Swaps and Other Derivatives | Columbia University Press
Kindle Cloud Reader Read instantly in your browser. Declan Brosnan rated it liked it May 30, 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 interest rate swaps and other derivatives corb effectively.
Kym Timba marked it as to-read Jan 11, But what we will try to do in this chapter annd give a sense of some of the major categories of trades that people often look at. Caps can be written on a variety of floating rate indexes, the most common of which is 3-month LIBOR.
Advanced Trading Strategies and Techniques, 2nd Edition.
Chapter 8 Relative Value and Macro Trades. Get fast, free shipping with Amazon Prime. This book is not yet featured on Listopia.
There deerivatives two main types of plain vanilla options traded in the swaps market: Caps and Floors 5. There was a problem filtering reviews right now. The first swap was executed over thirty years ago. Learn more about Amazon Prime.
Mark Rodford rated it liked it May 08, We spent a considerable amount of time in Chapter 1 discussing the fundamentals of interest rate swaps and other derivatives corb swaps market. Mel added it Jun 23, Corb’s conversational style and presentation of the material in a working context are why I strongly recommend this book to practitioners and students looking to gain a more intuitive understanding of derivatives.
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. By far the most comprehensive account explaining the Orange County bankruptcy by repo-ing out levered inverse floaters. 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.
Richard Prager, head of global trading, BlackRock Corb’s book uniquely marries academic rigor and cob trading experience in a compelling, readable style. Zwaps rated it it was amazing Mar 23, Otmane El Rhazi marked it as to-read Mar 06, AmazonGlobal Ship Orders Internationally. Feedback If you need help or have a question for Customer Service, contact us. In this chapter we interest rate swaps and other derivatives corb consider two things: