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A Simplified Method for Pricing Interest Rate Swaps and Swaptions David Roy Smith
A Simplified Method for Pricing Interest Rate Swaps and Swaptions
David Roy Smith
This book is a collection of three articles written by David Smith on interest rate swap and swaption pricing. It is a simplified approach that uses the bootstrap method to derive a zero coupon curve. For the swap option pricing a basic Black Commodity model is used. Useful for educational and training purposes for beginners to the field. Practical examples are provided
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 24. avgusta 2016 |
| ISBN13 | 9781535369442 |
| Založniki | Createspace Independent Publishing Platf |
| Strani | 44 |
| Dimenzije | 216 × 280 × 3 mm · 167 g |
| Jezik | Angleščina |
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