Interest Rate Swaps

53 books
Interest rate swapsCarl R. Beidleman
⏱ 8h 29m

Interest rate swaps

Carl R. Beidleman

1990509 pp.
Interest Rate SwapsNasser Saber
⏱ 5h 15m

Interest Rate Swaps

Nasser Saber

1993315 pp.
Understanding interest rate swapsMary S. Schaeffer
⏱ 5h 2m

Understanding interest rate swaps

Mary S. Schaeffer

1993302 pp.
Interest rate swaps and their derivativesAmir Sadr
⏱ 4h 38m

Interest rate swaps and their derivatives

Amir Sadr

2009278 pp.
Interest rate swaps and other derivativesHoward Corb

Interest rate swaps and other derivatives

Howard Corb

2012No page data
The valuation of US dollar interest rate swapsJulian Alworth
⏱ 45m

The valuation of US dollar interest rate swaps

Julian Alworth

199345 pp.
Reporting interest rate swapsBarbara Turk Uliss
⏱ 3h 5m

Reporting interest rate swaps

Barbara Turk Uliss

1994185 pp.
Interest Rate SwapsCoopers & Lybrand.
⏱ 2h 46m

Interest Rate Swaps

Coopers & Lybrand.

1994166 pp.
A market microstructure comparison of the Irish and UK interest rate swap marketsDarren Mc Dermott
⏱ 1h 7m

A market microstructure comparison of the Irish and UK interest rate swap markets

Darren Mc Dermott

199767 pp.
Interest Rate Modeling and the Risk Premiums in Interest Rate SwapsRobert Brooks
⏱ 48m

Interest Rate Modeling and the Risk Premiums in Interest Rate Swaps

Robert Brooks

200048 pp.
Interest rate modeling and the risk premiums in interest rate swapsRobert Edwin Brooks
⏱ 40m

Interest rate modeling and the risk premiums in interest rate swaps

Robert Edwin Brooks

199740 pp.
A cross-sectional analysis of interest-rate-swap agreements among FSLIC-insured thrift institutionsLinda E Bowyer
⏱ 14m

A cross-sectional analysis of interest-rate-swap agreements among FSLIC-insured thrift institutions

Linda E Bowyer

198714 pp.
A cross-sectional analysis of interest-rate-swap agreements among FSLIC-insured thrift institutionsLinda E. Bowyer
⏱ 14m

A cross-sectional analysis of interest-rate-swap agreements among FSLIC-insured thrift institutions

Linda E. Bowyer

198714 pp.
CBOT, 3-year and 5-year interest rate swap futures and optionsChicago Board of Trade
⏱ 1h 7m

CBOT, 3-year and 5-year interest rate swap futures and options

Chicago Board of Trade

199167 pp.
An empirical examination of the convexity bias in the pricing of interest rate swapsAnurag Gupta
⏱ 1h 5m

An empirical examination of the convexity bias in the pricing of interest rate swaps

Anurag Gupta

199865 pp.
A simple binomial no-arbitrage model of the term structureThomas J. O'Brien
⏱ 1h 5m

A simple binomial no-arbitrage model of the term structure

Thomas J. O'Brien

199165 pp.
Pricing and Trading Interest Rate DerivativesJ Hamish M Darbyshire
⏱ 6h 52m

Pricing and Trading Interest Rate Derivatives

J Hamish M Darbyshire

2017412 pp.
ZinsswapsGerhard Sender
⏱ 4h 17m

Zinsswaps

Gerhard Sender

1996257 pp.
Eine konsistente Bewertung von Zinsswaps und ihren Risiken durch Berücksichtigung der modernen ZinsstrukturtheorieMarkus Tschernig
⏱ 4h 21m

Eine konsistente Bewertung von Zinsswaps und ihren Risiken durch Berücksichtigung der modernen Zinsstrukturtheorie

Markus Tschernig

1996261 pp.
Los contratos de permuta financiera como coberturas del riesgo de interésRubén Manso Olivar
⏱ 1h 58m

Los contratos de permuta financiera como coberturas del riesgo de interés

Rubén Manso Olivar

1996118 pp.
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