| A Simplified Method for pricing Interest Rate Swaps and Swaptions: Collected Swap Pricing Articles of David Smith Contributor(s): Smith, David Roy (Author) |
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ISBN: 1535369442 ISBN-13: 9781535369442 Publisher: Createspace Independent Publishing Platform OUR PRICE: $47.50 Product Type: Paperback Published: August 2016 |
| Additional Information |
| BISAC Categories: - Business & Economics | Finance - Financial Engineering |
| Physical Information: 0.11" H x 8.5" W x 11" (0.37 lbs) 44 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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 |