Description: 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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All returns accepted: ReturnsNotAccepted
Publication Year: 2000
Subjects: Business, Economics & Industry
Publisher: Wiley
Format: Hardcover
Country/Region of Manufacture: United States
Author: Gerald W. Buetow, Frank J. Fabozzi
Copyright: 2001
Language: English
Title: Valuation of Interest Rate Swaps and Swaptions
