A Simplified Method for pricing Interest Rate Swaps and Swaptions: Collected Swap Pricing Articles of David Smith
This book is a collection of three articles written by David Smith on interest rate swap and swaption pricing. It is a simplified approach that uses the bootstrap method to derive a zero coupon curve. For the swap option pricing a basic Black Commodity model is used. Useful for educational and training purposes for beginners to the field. Practical examples are provided
1124461191
A Simplified Method for pricing Interest Rate Swaps and Swaptions: Collected Swap Pricing Articles of David Smith
This book is a collection of three articles written by David Smith on interest rate swap and swaption pricing. It is a simplified approach that uses the bootstrap method to derive a zero coupon curve. For the swap option pricing a basic Black Commodity model is used. Useful for educational and training purposes for beginners to the field. Practical examples are provided
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A Simplified Method for pricing Interest Rate Swaps and Swaptions: Collected Swap Pricing Articles of David Smith
44
A Simplified Method for pricing Interest Rate Swaps and Swaptions: Collected Swap Pricing Articles of David Smith
44Paperback
$50.00
50.0
In Stock
Product Details
ISBN-13: | 9781535369442 |
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Publisher: | CreateSpace Publishing |
Publication date: | 08/24/2016 |
Pages: | 44 |
Product dimensions: | 8.50(w) x 11.00(h) x 0.11(d) |
About the Author
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