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Interest rate swaps and other derivatives / Howard Corb (cop. 2012)

Públic ISBD Títol : Interest rate swaps and other derivatives Tipus de document : text imprès Autors : Howard Corb, Autor Editorial : New York : Columbia Business School Data de publicació : cop. 2012 Nombre de pàgines : xxi, 599 p. ll. : il. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-231-15964-7 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Contractes de futurs sobre tipus d'interès Instruments derivats (Finances) Permutes financeres Classificació : 601.4 Futurs i Swaps Resum : The first swap was executed over thirty years ago. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by 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. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them. Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style. While 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. It serves as both a textbook for students and a must-have reference book for practitioners. Corb helps readers develop an intuitive feel for these products and their use in the market, providing a detailed introduction to more complicated trades and structures. 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. Vista prèvia a Google Books : http://books.google.es/books?id=Gc0W0Y1CsDgC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 Interest rate swaps and other derivatives [text imprès] / Howard Corb, Autor . - New York : Columbia Business School, cop. 2012 . - xxi, 599 p. : il. ; 24 cm. ISBN : 978-0-231-15964-7 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Contractes de futurs sobre tipus d'interès Instruments derivats (Finances) Permutes financeres Classificació : 601.4 Futurs i Swaps Resum : The first swap was executed over thirty years ago. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by 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. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them. Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style. While 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. It serves as both a textbook for students and a must-have reference book for practitioners. Corb helps readers develop an intuitive feel for these products and their use in the market, providing a detailed introduction to more complicated trades and structures. 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. Vista prèvia a Google Books : http://books.google.es/books?id=Gc0W0Y1CsDgC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2

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Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10113299	601.4 Cor	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible