Interest Rate Swaps and Other Derivatives
(Sprache: Englisch)
In this volume, Howard M. Corb explains the concepts behind interest rate swaps and the derivatives spawned from their success. While his book is filled with sophisticated formulas and analysis, it is geared toward the average reader in search of an in...
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Klappentext zu „Interest Rate Swaps and Other Derivatives “
In this volume, Howard M. Corb explains the concepts behind interest rate swaps and the derivatives spawned from their success. While his book is filled with sophisticated formulas and analysis, it is geared toward the average reader in search of an in depth understanding of these markets. Corb helps readers develop an intuition about these products and their use in the market, and he follows their manipulation into more complicated trades and structures. Through examples from financial and reverse engineering, he demonstrates how such products are created and how they can be deconstructed and analyzed effectively.
Autoren-Porträt von Howard Corb
Howard M. Corb is adjunct associate professor in finance and economics at Columbia Business School and a managing director at Tradeweb Markets LLC. 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 manage their interest-rate risk using derivatives.
Bibliographische Angaben
- Autor: Howard Corb
- 2012, 599 Seiten, Maße: 16,7 x 24,3 cm, Gebunden, Englisch
- Verlag: Columbia University Press
- ISBN-10: 0231159641
- ISBN-13: 9780231159647
- Erscheinungsdatum: 28.08.2012
Sprache:
Englisch
Rezension zu „Interest Rate Swaps and Other Derivatives “
Howard Corb's comprehensive treatment of interest rate swaps and related derivatives is destined to be the standard source for all professionals and students anxious to learn both concepts and practice. This book is authoritative, accessible, and rich with applications and illustrative examples. -- Darrell Duffie, Stanford University Finally, a complete and comprehensive derivative textbook that is both commercial and quantitative. This book is written in a wonderful conversational manner that will appeal to students of many derivative applications -- corporations of all sizes, institutional investors of all kinds, public sector borrowers, global regulators, quants and educators at all levels. Howard Corb has really captured everything -- the broad array of products and the necessary maths and associated variables -- covering both common applications along with all the nuances. Undoubtedly this book will serve as both a textbook for the inquisitive and a reference book for all practitioners. I have grown with the swaps and derivatives market for the last quarter century and would have valued having this book at my side on many occasions. I commend Corb for creating such an inclusive work. His book clearly captures his passion for the derivatives market and his sincere interest in education. -- Richard Prager, head of global trading, BlackRock Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style. Academic Lounge 9/23/2012
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