Beschreibung Corb, H: Interest Rate Swaps and Other Derivatives (Columbia Business School Publishing). The first swap was executed over thirty years ago. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by a myriad of institutional investors for the purposes of risk management, expressing a view on the market, and pursuing market opportunities that are otherwise unavailable using more traditional financial instruments. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them. Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style. While it is filled with sophisticated formulas and analysis, the volume is geared toward a wide range of readers searching for an in-depth understanding of these markets. It serves as both a textbook for students and a must-have reference book for practitioners. Corb helps readers develop an intuitive feel for these products and their use in the market, providing a detailed introduction to more complicated trades and structures. Through examples of financial structuring, readers will come away with an understanding of how derivatives products are created and how they can be deconstructed and analyzed effectively.
Corb, H: Interest Rate Swaps and Other Derivatives ~ Corb, H: Interest Rate Swaps and Other Derivatives (Columbia Business School Publishing) / Corb, Howard M. / ISBN: 9780231159647 / Kostenloser Versand für alle Bücher mit Versand und Verkauf duch .
Interest Rate Swaps and Other Derivatives (Columbia ~ Corb's "Interest Rate Swaps and other Derivatives" is all-purpose: a Wall Street reference manual, an introductory to intermediate textbook for business school and financial engineering students, and an entertaining and accessible read for all audiences interested in the $500 trillion rate derivatives market.
Interest Rate Swaps and Other Derivatives / Columbia ~ Howard Corb is an adjunct associate professor in finance and economics at Columbia Business School and a partner at Arel Capital. After receiving his Ph.D. in finance from Stanford University, he began his Wall Street career at J. P. 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.
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Interest Rate Swaps and Their Derivatives: A Practitioner ~ Corb, H: Interest Rate Swaps and Other Derivatives (Columbia Business School Publishing) von Howard M. Corb Gebundene Ausgabe 50,67 € Versandt und verkauft von -PBShop UK-. Kunden, die diesen Artikel gekauft haben, kauften auch. Seite 1 von 1 Zum Anfang Seite 1 von 1 . Diese Einkaufsfunktion lädt weitere Artikel, wenn die Eingabetaste gedrückt wird. Um aus diesem Karussell zu navigieren .
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Pricing and Trading Interest Rate Derivatives: A Practical ~ Interest Rate Swaps and Other Derivatives (Columbia Business School Publishing) (English Edition) Howard Corb. 4,9 su 5 stelle 24. Formato Kindle. 41,90 € FX Derivatives Trader School (Wiley Trading) (English Edition) Giles Jewitt. 4,5 su 5 stelle 12. Formato Kindle. 54,00 € Interest Rate Markets: A Practical Approach to Fixed Income (Wiley Trading Book 501) (English Edition) Siddhartha .
Pricing and Trading Interest Rate Derivatives: A Practical ~ Corb, H: Interest Rate Swaps and Other Derivatives (Columbia Business School Publishing) Howard M. Corb. 4,9 von 5 Sternen 24. Gebundene Ausgabe. 52,68 € Weiter. Es wird kein Kindle Gerät benötigt. Laden Sie eine der kostenlosen Kindle Apps herunter und beginnen Sie, Kindle-Bücher auf Ihrem Smartphone, Tablet und Computer zu lesen. Apple. Android. Windows Phone. Geben Sie Ihre .
: Pricing and Trading Interest Rate Derivatives ~ For the amount of money you pay for this book you would hope it covered all aspects of interest rate derivative trading, however the author incorrectly explains cost of carry on a IRS (a huge factor for trading), which was one of the main reasons that I purchased this book. Carry on an IRS is NOT nil. Please review this explanation! Some of the other parts of the book looked more comprehensive .
Strip caplet volatilities from flat cap volatilities ~ The forward swap rate is the fixed rate of a swap that makes the present value of the floating leg equal to that of the fixed leg. In comparison, a caplet or floorlet is ATM if its strike is equal to the forward rate (not the forward swap rate). In general (except over a single period), the forward rate is not equal to the forward swap rate. So, to be precise, the individual caplets in an ATM .
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