Finance
Simplified Method for Pricing Interest Rate Swaps and Swaptions
2016·42 pages
A collection of articles by David Smith on pricing interest rate swaps and swaptions using simplified methods.
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A collection of articles by David Smith on pricing interest rate swaps and swaptions using simplified methods.
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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
What's Inside
will contain mild spoilers
Romance & sex
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Self-harm / suicide
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Abuse & suffering
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