Interest rate derivatives : a practical guide to applications, pricing and modelling / Todd James

By:

James, Todd

Material type: Text

TextPublication details: London : Risk Books, 2006Description: ix, 354p. ; 24cm. + 1 CD-ROMISBN:

1904339948

Subject(s):

DDC classification:

332.6323 JAM 22

Summary: Written in a straightforward, clearly structured manor 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.Basic interest rate mathematics are explored and built upon to delve into a more complex development of interest rate derivatives in general. This work is accompanied by a CD and gives you a unique stand-alone product which serves as a major reference guide on interest rate derivatives. The book itself is developed around a user-friendly excel based pricing system helping you to better understand the content by applying the theory to real life pricing.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Calcutta	332.6323 JAM (Browse shelf(Opens below))	Available		IIMC-120988

Total holds: 0

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Written in a straightforward, clearly structured manor 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.Basic interest rate mathematics are explored and built upon to delve into a more complex development of interest rate derivatives in general. This work is accompanied by a CD and gives you a unique stand-alone product which serves as a major reference guide on interest rate derivatives. The book itself is developed around a user-friendly excel based pricing system helping you to better understand the content by applying the theory to real life pricing.

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