Interest Rate Swaps and Their Derivatives: A Practitioner's Guide

An up-to-date look at the evolution of interest rate swaps and derivatives Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including swaps, options (cap/floors, swaptions), CMS products, and Bermudan callables. It also covers the main valuation techniques for the exotics/structured-notes area, which remains one of the most challenging parts of the market. Provides a balance of relevant theory and real-world trading instruments for rate swaps and swap derivatives Uses simple settings and illustrations to reveal key results Written by an experienced trader who has worked with swaps, options, and exotics With this book, author Amir Sadr shares his valuable insights with practitioners in the field of interest rate derivatives-from traders and marketers to those in operations.

Product details

Hardcover : 199 pages
Title : Interest Rate Swaps and Their Derivatives: A Practitioner's Guide
Language : English
ISBN-10 : 470443944
Ranting : 3.7

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Interest Rate Swap Definition investopedia com
Interest rate swaps are forward contracts where one stream of future interest payments is exchanged for another based on a specified principal amount. Interest rate swaps can be fixed or floating...
Interest Rate Swap: Definition, Example, Valuation
An interest rate swap is a contract between two parties to exchange all future interest rate payments forthcoming from a bond or loan. It's between corporations, banks, or investors. Swaps are derivative contracts. The value of the swap is derived from the underlying value of the two streams of interest payments.
Interest Rate Swap Learn How Interest Rate Swaps Work
An interest rate swap is a type of a derivative contract through which two counterparties agree to exchange one stream of future interest payments for another, based on a specified principal amount. In most cases, interest rate swaps include the exchange of a fixed interest rate for a floating rate.
Interest rate swap
In finance, an interest rate swap is an interest rate derivative. It involves exchange of interest rates between two parties. In particular it is a "linear" IRD and one of the most liquid, benchmark products. It has associations with forward rate agreements, and with zero coupon swaps. In its December 2014 statistics release, the Bank for International Settlements reported that interest rate swaps were the largest component of the global OTC derivative market, representing 60%, with the notional
Interest Rate Swap | Example & Definition | InvestingAnswers
An interest rate swap is a financial contract between two parties (such as companies or investors) that want to exchange interest rates. These could be interest rates they’re paying on loans or rates they’re receiving on investments.
Interest Rate Swaps New York University
Interest Rate Swap Contract •?An interest rate swapcommits two counterparties to exchange, over an agreed period, two streams of coupon payments, each calculated using a different interest rate index, but applied to a common notional principal amount.
Interest Rate Swaps and Their Derivatives | Wiley Online Books
An up to date look at the evolution of interest rate swaps and derivatives. Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day to day life. This comprehensive guide covers the main "rates" products, including swaps, options (cap floors, swaptions), CMS products, and Bermudan callables.
Understanding Interest Rate Swaps | PIMCO
The most commonly traded and most liquid interest rate swaps are known as “vanilla” swaps, which exchange fixed rate payments for floating rate payments based on LIBOR (London Inter Bank Offered Rate), which is the interest rate high credit quality banks charge one another for short term financing.