An up-to-date look at the evolution of interest rate swaps and derivativesInterest 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 derivativesUses simple settings and illustrations to reveal key resultsWritten by an experienced trader who has worked with swaps, options, and exoticsWith 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. Read more ASIN B002M0HH6Q XRay Not Enabled ISBN13 978-0470526095 Edition 1st Language English File size 5.8 MB Page Flip Enabled Publisher Wiley Word Wise Not Enabled Print length 347 pages Accessibility Learn more Screen Reader Supported Publication date August 7, 2009 Enhanced typesetting Enabled