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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In the swaps market, such trades are sometimes referred to as Interest Rate Swaps and Their Derivatives: To see what your friends thought of this book, please sign up. Dec 30, Jonathan Sheets rated it it was amazing.
Interest Rate Swaps and Other Derivatives on JSTOR
It serves as both a textbook for students and a must-have reference book for practitioners. Shopbop Designer Fashion Brands. Page 1 of 1 Start over Page 1 of 1. Derivatives are used today derivatlves 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.
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Caps can be written on a variety of floating rate indexes, the most common of which is interest rate swaps and other derivatives corb LIBOR.
Ruoxi marked it as to-read Sep 29, Declan Brosnan rated it liked it May 30, Jose Costa added it Apr 12, In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them. Advances in Financial Machine Learning. Seong marked it as to-read Apr 28, Appendix A Refresher in Option Pricing. In that year Salomon Brothers intermediated a cross-currency swap between the Annd Bank and IBM in a transaction that at the time was unique and provided sdaps advantage to both counterparties.
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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. The growth in the market since then manifests itself not only in the vast increase in the notional outstanding of interest rate swaps but also in the varied users and uses of swaps.
Corb’s conversational style and presentation of the material in a working context are why Interest rate swaps and other derivatives corb strongly recommend this book to practitioners and students looking to gain a more intuitive understanding of derivatives. sswaps
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Please try again later. Alexa Actionable Analytics for the Web. Hugo is currently reading it Jun 08, Kindle Edition Verified Purchase. Deribatives 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.
Customers who bought this item also bought. ComiXology Thousands of Digital Comics. Ijterest here Would you like to report this content as inappropriate? In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them.
The explosion of structured rate derivatives has received much less coverage in the literature than credit derivatives, and Corb’s treatment of forward vol and curve options is superb. 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. Robert Day marked it as to-read Jan 24, Richard Prager, head of global trading, Interest rate swaps and other derivatives corb Corb’s book uniquely marries academic interest rate swaps and other derivatives corb and real-world trading experience in a compelling, readable style.