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.
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Mel added it Jun 23, In these cases, the pricing of a swap refers Learn more about Amazon Prime.
Interest Rate Swaps and Other Derivatives
We will also discuss Bermudan swaptions. Amazon Drive Cloud storage from Amazon. Middlethought rated it it was amazing Aug 05, Appendix A Refresher in Option Pricing.
Published 1 interest rate swaps and other derivatives corb eerivatives. Exactly the book you need if you have background in trading bonds and want to move to the next step and start trading swaps and swaptions.
This is a nice book with some useful things. At the same time, the sophistication of the derivative markets was on the rise, allowing dealers to price and hedge more complex, riskier trades. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them.
Would you like to tell us about a lower price? To get the free app, enter your mobile phone number. Kelvin Leung marked it as to-read Oct 31, Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. In this chapter we will take a look at a variety of swaps that have one or more embedded options in them.
Darrell Duffie, Stanford University Finally, a complete and comprehensive derivative textbook that is both commercial and quantitative. The first swap was executed over thirty years ago. There is also some interest rate swaps and other derivatives corb relevant discussion about relative value trades and asset swaps, which are essential concepts for money managers and hedge funds.
Read more Read less. Enabled Amazon Best Sellers Rank: Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Declan Ratr rated it liked it May 30, Log in to your personal account or through your institution.
An Introduction to Swaps 2. It provides intuition for price movements and hedging strategies, and for those who are academically inclined, there are also sample problems at the end derviatives each section that help to elucidate key concepts. Morgan and later joined Morgan Stanley, during which time he worked with a variety of institutional clients to help manage their interest rate risk using derivatives. Refresh and try again. Advanced Trading Strategies and Techniques, 2nd Edition.
Interest Rate Swaps and Other Derivatives on JSTOR
Lots of great nuggets throughout the book! Read an excerpt from Interest Rate Swaps and Other Derivatives to view in full screen, click on icon in bottom right-hand corner: Enter your mobile number or email address below and we’ll send you a link to download the free Kindle App. Customers who bought this item also bought. 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 interest rate swaps and other derivatives corb more intuitive understanding of derivatives.
This book is not yet featured on Listopia. Abhijit Deo marked it as to-read Jun 03, Howard Corb’s comprehensive treatment of interest rate swaps and related derivatives is destined to be the standard source for all professionals and students anxious to learn both concepts and practice.
Corb helps readers develop an intuitive feel for these products and their use in the market, providing interest rate swaps and other derivatives corb detailed introduction to more complicated trades and structures. In particular, there are three primary sources of risk in a fixed-floating swap: