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A Simplified Method for Pricing Interest Rate Swaps and Swaptions: Collected Swap Pricing Articles of David Smith

A Simplified Method for Pricing Interest Rate Swaps and Swaptions: Collected Swap Pricing Articles of David Smith

ISBN: 9781535369442
Publisher: Createspace Independent Publishing Platform
Publication Date: 2016-08-24
Number of pages: 42
Any used item that originally included an accessory such as an access code, one time use worksheet, cd or dvd, or other one time use accessories may not be guaranteed to be included or valid. By purchasing this item you acknowledge the above statement.
$66.14

This book is a collection of three articles written by David Smith on interest rate swap and swaption pricing. It is a simplified approach that uses the bootstrap method to derive a zero coupon curve. For the swap option pricing a basic Black Commodity model is used. Useful for educational and training purposes for beginners to the field. Practical examples are provided

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