Name: Valuation of Interest Rate Swaps and Swaptions (Frank J. Fabozzi Series)
Brand: Frank J. Fabozzi Series
SKU: 6IXWMQ7QWRR7
Availability: OutOfStock

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Valuation of Interest Rate Swaps and Swaptions (Frank J. Fabozzi Series)

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<p>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.<br></br></p>

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