Pricing And Trading Interest Rate Derivatives Book Download

Pricing and Trading Interest Rate Derivatives PDF
Author: J. H. M. Darbyshire
Publisher:
Format: PDF, ePub, Mobi
Category : Derivative securities
Languages : en
Pages : 395
View: 861

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Pricing And Trading Interest Rate Derivatives

by J. H. M. Darbyshire, Pricing And Trading Interest Rate Derivatives Books available in PDF, EPUB, Mobi Format. Download Pricing And Trading Interest Rate Derivatives books, The most professional and industry relatable text currently available for linear interest rate derivatives. This revised edition markedly expands the first edition released in 2016, with revised content based on multiple recommendations from active portfolio managers. Learn more at TradingInterestRates.com.. Written by a practicing derivatives portfolio manager with over twelve years of fixed income trading experience, this book focuses on core trading concepts; pricing, curve building (single and multi-currency), risk, credit and CSAs, regulations, VaR and PCA, volatility, cross-gamma, trade strategy analysis and market moving influences. The book's focus is interest rate swaps and cross-currency swaps. Topics are presented from that perspective, outlining the importance of regulations in an IRD capacity, with volatility and swaptions taught from a practical point of view rather than an overly cumbersome academic one. The treatment of risk is expansive and thorough. The author formally analyses modern market-maker techniques to accurately predict PnL, and successfully implement multiple, consistent perspectives to view all details of risks. Almost everything included here is compulsory knowledge for a modern, successful, swaps trader or interest rate risk portfolio manager. Certainly this book sets the benchmark for the level of expertise that swaps traders should strive for, and the style is aimed at the novice and professional alike.


Interest Rate Swaps And Their Derivatives Book Download

Interest Rate Swaps and Their Derivatives PDF
Author: Amir Sadr
Publisher: John Wiley & Sons
Format: PDF
Category : Business & Economics
Languages : en
Pages : 272
View: 6009

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Interest Rate Swaps And Their Derivatives

by Amir Sadr, Interest Rate Swaps And Their Derivatives Books available in PDF, EPUB, Mobi Format. Download Interest Rate Swaps And Their Derivatives books, An up-to-date look at the evolution of interest rate swaps and derivatives Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including swaps, options (cap/floors, swaptions), CMS products, and Bermudan callables. It also covers the main valuation techniques for the exotics/structured-notes area, which remains one of the most challenging parts of the market. Provides a balance of relevant theory and real-world trading instruments for rate swaps and swap derivatives Uses simple settings and illustrations to reveal key results Written by an experienced trader who has worked with swaps, options, and exotics With this book, author Amir Sadr shares his valuable insights with practitioners in the field of interest rate derivatives-from traders and marketers to those in operations.


Interest Rate Derivatives Book Download

Interest Rate Derivatives PDF
Author: Todd James
Publisher:
Format: PDF, ePub, Mobi
Category : Corporations
Languages : en
Pages : 354
View: 6880

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Interest Rate Derivatives

by Todd James, Interest Rate Derivatives Books available in PDF, EPUB, Mobi Format. Download Interest Rate Derivatives books, Written in a straightforward, clearly structured manner with extensive use of worked examples, this easy to use book gives you an explanation of both basic and advanced principles for the valuation of interest rate derivatives and their hedging applications.


Modern Pricing Of Interest Rate Derivatives Book Download

Modern Pricing of Interest Rate Derivatives PDF
Author: Riccardo Rebonato
Publisher: Princeton University Press
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 488
View: 7053

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Modern Pricing Of Interest Rate Derivatives

by Riccardo Rebonato, Modern Pricing Of Interest Rate Derivatives Books available in PDF, EPUB, Mobi Format. Download Modern Pricing Of Interest Rate Derivatives books, In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little constructive interference. In this book, Riccardo Rebonato draws on his academic and professional experience, straddling both sides of the divide to bring together and build on what theory and trading have to offer. Rebonato begins by presenting the conceptual foundations for the application of the LIBOR market model to the pricing of interest-rate derivatives. Next he treats in great detail the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables. He does so with an eye not only to mathematical feasibility but also to financial justification, while devoting special scrutiny to the implications of market incompleteness. Much of the book concerns an original extension of the LIBOR market model, devised to account for implied volatility smiles. This is done by introducing a stochastic-volatility, displaced-diffusion version of the model. The emphasis again is on the financial justification and on the computational feasibility of the proposed solution to the smile problem. This book is must reading for quantitative researchers in financial houses, sophisticated practitioners in the derivatives area, and students of finance.


Interest Rate Derivatives Explained Book Download

Interest Rate Derivatives Explained PDF
Author: J. Kienitz
Publisher: Springer
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 207
View: 5941

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Interest Rate Derivatives Explained

by J. Kienitz, Interest Rate Derivatives Explained Books available in PDF, EPUB, Mobi Format. Download Interest Rate Derivatives Explained books, Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.


Swaps And Other Derivatives Book Download

Swaps and Other Derivatives PDF
Author: Richard R. Flavell
Publisher: John Wiley & Sons
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 392
View: 1675

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Swaps And Other Derivatives

by Richard R. Flavell, Swaps And Other Derivatives Books available in PDF, EPUB, Mobi Format. Download Swaps And Other Derivatives books, "Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare combination makes this welcome updated second edition a useful reference work for market practitioners." —Satyajit Das, author of Swaps and Financial Derivatives Library and Traders and Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives Fully revised and updated from the first edition, Swaps and Other Derivatives, Second Edition, provides a practical explanation of the pricing and evaluation of swaps and interest rate derivatives. 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. There are detailed sections on the risk management of swap and option portfolios using both traditional approaches and also Value-at-Risk. Techniques are provided for the construction of dynamic and robust hedges, using ideas drawn from mathematical programming. This second edition has expanded sections on the credit derivatives market – its mechanics, how credit default swaps may be priced and hedged, and how default probabilities may be derived from a market strip. It also prices complex swaps with embedded options, such as range accruals, Bermudan swaptions and target accrual redemption notes, by constructing detailed numerical models such as interest rate trees and LIBOR-based simulation. There is also increased discussion around the modelling of volatility smiles and surfaces. The book is accompanied by a CD-ROM where all the models are replicated, enabling readers to implement the models in practice with the minimum of effort.


Derivative Products And Pricing Book Download

Derivative Products and Pricing PDF
Author: Satyajit Das
Publisher: John Wiley & Sons
Format: PDF
Category : Business & Economics
Languages : en
Pages : 852
View: 7006

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Derivative Products And Pricing

by Satyajit Das, Derivative Products And Pricing Books available in PDF, EPUB, Mobi Format. Download Derivative Products And Pricing books, NOMINATED AND SHORT LISTED FOR THE SURVEILLANCE STUDIES BOOK PRIZE 2011! This theoretically informed research explores what the development and transformation of air travel has meant for societies and individuals. Brings together a number of interdisciplinary approaches towards the aeroplane and its relation to society Presents an original theory that our societies are aerial societies, or ′aerealities′, and shows how we are both enabled and threatened by aerial mobility Features a series of detailed international case studies which map the history of aviation over the past century – from the promises of early flight, to World War II bombing campaigns, and to the rise of international terrorism today Demonstrates the transformational capacity of air transport to shape societies, bodies and individual identities Offers startling historical evidence and bold new ideas about how the social and material spaces of the aeroplane are considered in the modern era


Einf Hrung In Die Statistik Der Finanzm Rkte Book Download

Einf  hrung in die Statistik der Finanzm  rkte PDF
Author: Jürgen Franke
Publisher: Springer-Verlag
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : de
Pages : 428
View: 5167

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Einf Hrung In Die Statistik Der Finanzm Rkte

by Jürgen Franke, Einf Hrung In Die Statistik Der Finanzm Rkte Books available in PDF, EPUB, Mobi Format. Download Einf Hrung In Die Statistik Der Finanzm Rkte books, Das Buch vermittelt die nötigen mathematischen und statistischen Grundlagen für eine Tätigkeit im Financial Engineering und gibt eine Einführung in die wichtigsten Ideen aus den verschiedensten Bereichen der Finanzmathematik und Finanzstatistik. Die klassische Theorie der Bewertung von Derivaten, die Grundlagen der Finanzzeitreihenanalyse wie auch statistische Aspekte beim Einsatz finanzmathematischer Verfahren, d.h. die Auswahl geeigneter Modelle, werden vorgestellt und ihre Anpassung und Validierung anhand von Daten gegeben. Die 2. Auflage wurde durch folgende Kapitel erweitert: Copulas und Value at Risk, Multivariate GARCH Modelle, Statistik extremer Ereignisse. Die elektronische Version unter http://www.xplore-stat.de/ebooks/ebooks.html bietet die Möglichkeit, alle Tabellen und Grafiken interaktiv zu bearbeiten.


Optionen Futures Und Andere Derivate Book Download

Optionen  Futures und andere Derivate PDF
Author: John Hull
Publisher: Pearson Deutschland GmbH
Format: PDF, ePub
Category :
Languages : de
Pages : 990
View: 1870

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Optionen Futures Und Andere Derivate

by John Hull, Optionen Futures Und Andere Derivate Books available in PDF, EPUB, Mobi Format. Download Optionen Futures Und Andere Derivate books, In beeindruckender Weise verbindet der Autor auch in der 7. Auflage seines Lehrbuchs wieder den theoretischen Anspruch des Akademikers mit den praktischen Anforderungen der Bank- und Börsenprofis. Die einzigartige Herangehensweise bei der Darstellung und Bewertung von Derivaten führte dazu, das John Hulls Buch auch als die "Bibel" der Derivate und des Risikomanagements angesehen wird.