Swaps and Other Derivatives (With CD-ROM) (The Wiley Finance Series)

Book Description

Swaps and Other Instruments focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as they relate to swaps, as they are often traded together. The book will include coverage of all the latest swaps including credit, commodity and equity swaps. Exercises and simulations are also provided on an accompanying CD ROM, including Excel spreadsheets enabling the reader to simulate and build their own spreadsheet models.

Customer Reviews:

If you trade swaps, this is one book you have to have........2004-08-28

This book fills a huge gap in linking a diverse number of products together. From cross currency swaps to swapping bond issues to floating structures, as well as optionality and fixed income risk management as it should be done. Swaps and other Derivatives is the culmination of Richard Flavell's long and respected career in the markets, giving back to the reader exactly what you need to know..in a practical form. No heavy math, just good clean excel style pricing examples.

an excellent book for pricing swaps.......2004-06-26

give clear excel examples on how to implement swap calculation.

Excellent field guide.......2004-02-20

This is definitely the best book in the market for Swaps and related derivatives. The level of detail is extraordinary in comparision with other available books. Leaves very little gaps which means it is easy to apply the knowledge in practical situations.

Most books lean either towards the technical/quantitative side or the financial business side. Richard Flavell's books is a much-needed well rounded book on the issue. Definitely a much better book than Satyajit Das/Fabozzi books.

I wish Richard Flavell would write more. If you're buying one book on Swaps and related OTC derivatives, its got to be this one!

Flavell's book find the right balance.......2002-07-14

Whilst I have only read the first 100 pages or so of Favell's book so far, my impression is very favourable. This is simply an excellent book that finds the perfect middle ground between academic texts and introductory works, both of which usually leave out practical market issues such as day count conventions, business day adjustments, rounding rules, interpolation concerns, available market data etc

As a quant working for financial software company finding the detailed information required to write documentation to drive software development is often difficult. This book supplies the level of detail needed, and also contains excellent descriptions of different pricing methodologies for interest rate swaps.

Later chatpers on risk management and pricing of other derivatives look equally impressive, and I look forward to reading them.

Book Description

The global market for inflation-indexed securities has ballooned in recent years, and this trend is set to continue. This book examines the rationale behind issuance and investment decisions, and details the issues facing anyone who designs indexed securities, illustrating them wherever possible with actual examples from the international capital markets. In particular, an extensive review of indexed debt markets throughout the world is provided - including for the first time, a comprehensive and consistent set of cash flow and price-yield equations for the instruments already in existence in the major bond markets - forming an important reference for those already experienced in the field, as well as practitioners and academics approaching the subject for the first time.

The book also provides unique insight into the development of inflation-indexed derivative products, and the analytical tools required to value such instruments.

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"The global market for inflation-indexed securities has ballooned in recent years, and this trend is set to continue. This book examines the rationale behind issuance and investment decisions, and details the issues facing anyone who designs indexed securities, illustrating them wherever possible with actual examples from the international capital markets. In particular, an extensive review of indexed debt markets throughout the world is provided - including for the first time, a comprehensive and consistent set of cash flow and price-yield equations for the instruments already in existence in the major bond markets - forming an important reference for those already experienced in the field, as well as practitioners and academics approaching the subject for the first time.

The book also provides unique insight into the development of inflation-indexed derivative products, and the analytical tools required to value such instruments. "

Customer Reviews:

Great overview on Inflation based products.......2004-03-25

wow, incredible improvement to the first edition. coverage of all important aspects (i can think of) on inflation. history, example issues, purpose of use from investor & issuer as well as technical points regarding calculation and pricings.

Complex Derivatives: Understanding and Managing the Risks of Exotic Options, Complex Swaps, Warrants, and Other Synthetic Derivatives

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Worthwhile adding to your collection

Complex Derivatives: Understanding and Managing the Risks of Exotic Options, Complex Swaps, Warrants, and Other Synthetic Derivatives
Erik Banks
Manufacturer: McGraw-Hill
ProductGroup: Book
Binding: Hardcover

General | Popular Economics | Business & Investing | Subjects | Books

General | Business & Investing | Subjects | Books

General | Investing | Business & Investing | Subjects | Books

Options | Investing | Business & Investing | Subjects | Books

All Titles | Qualifying Textbooks - Fall 2007 | Stores | Books
ASIN: 1557385505

Book Description

This book provides the tools to measure the risks and benefits of this new generation of high-tech products. For financial market professionals who must stay abreast of the latest advances in financial technology, this book is a must read. Specific products examined include: Equity derivatives; Differential swaps; Mortgage swaps; Various option spreads; Warrants.

Customer Reviews:

Worthwhile adding to your collection.......2000-06-13

While developments in this industry move very fast, this book remains one of my favourites for covering the basics of structured derivatives.

On such a topic, it is very easy to get carried away with complex mathematics and jargon, but this author handles the task very well. Topics such as quantifying risk, measuring swap valuations and understanding complex options are explained in a way most of us will understand.

Book Description

Dr. K. Ravindran's new book goes far beyond other derivatives books in explaining the universe of high-level derivatives. Unlike the majority of derivatives books, which provide simple descriptions of the hot derivatives products of the moment and become outdated when the next crop arrives. Customized Derivatives gives you a quick but comprehensive groundwork in the essential building blocks used to develop ALL derivatives! Once you have mastered these building blocks, this revolutionary book minimizes complex mathematical equations as it shows you how these building blocks are used to develop today's most complex and versatile derivates. As a result, you can quickly understand the uses and values of new options and derivatives vehicles as soon as they are placed on the market. With 142 customized exhibits and graphs, 51 detailed examples, and 11 clear and concise methodologies, Customized Derivatives: Reveals the 11 building blocks of exotic derivatives, so that you can take advantage of the most advanced and versatile investments in the derivatives, using specific examples and with as little complex mathematics as possible, to help you brush up on your knowledge and skills before you risk your company's capital in the arena; Supplies ageless and proven tools for pricing derivatives, modeling the asset value movements underlying each derivative, and using these models to arrive at effective valuation for any underlying derivative.

Customer Reviews:

Loads of Lattice Examples.......2004-05-14

Customized Deriviatives does two things that most books on options do not: 1)Provide 2-3 page in-depth descriptions of many exotic derivates and 2)Illustrate the decision process that is required to model these options using lattices. By using lattices to describe the option pricing process, Ravindran avoids producing yet another dreary options book full of equations and succeeds in producing something that somebody with less than a masters in math can understand. This may not be info that an options expert would find necessary but I had fun using this book to throw models together in conjunction with my quantitative finance class. Next to Haug's "Guide to Option Pricing Formulas", this is the most useful options book I own.

simply and elegantly written book on exotic building blocks.......1998-10-12

The book provides alot of intuition and explaination for a topic that is usually not explained well. i would recommend this book to anyone who is interested in marketing of exotic derivatives.

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Options Swaps and Other Derivatives
Raghu Sundaram
Manufacturer: McGraw-Hill Education
ProductGroup: Book
Binding: Hardcover

General | Popular Economics | Business & Investing | Subjects | Books

General | Investing | Business & Investing | Subjects | Books
ASIN: 0071431837

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SWAPs & Other Derivatives in 2005
PLI
Manufacturer: Practising Law Institute
ProductGroup: Book
Binding: Paperback
ASIN: 1402406606

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SWAPs & Other Derivatives in 2006
Edward J. Rosen (chair)
Manufacturer: Practising Law Institute
ProductGroup: Book
Binding: Paperback
ASIN: 1402407904

Product Description

Course Handbook Series Number B-1559

Weather derivatives: call them anything but: contracts concluded in the weather derivatives market are swaps, forwards and other contracts that do not ... An article from: Risk & Insurance

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Weather derivatives: call them anything but: contracts concluded in the weather derivatives market are swaps, forwards and other contracts that do not ... An article from: Risk & Insurance
Brian O'Hearne
Manufacturer: Axon Group
ProductGroup: Book
Binding: Digital
ASIN: B00082D8VI
Release Date: 2005-07-31

Book Description

This digital document is an article from Risk & Insurance, published by Axon Group on April 1, 2004. The length of the article is 582 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: Weather derivatives: call them anything but: contracts concluded in the weather derivatives market are swaps, forwards and other contracts that do not involve the payment of premium. Therefore, they should not be defined as insurance.(point/counterpoint)
Author: Brian O'Hearne
Publication: Risk & Insurance (Magazine/Journal)
Date: April 1, 2004
Publisher: Axon Group
Volume: 15 Issue: 4 Page: 54(1)

Distributed by Thomson Gale

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SWAPS & OTHER DERIVATIVES
FLAVELL
Manufacturer: JOHN WILEY AND SONS LTD
ProductGroup: Book
Binding: Paperback
ASIN: B000N53HWK

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SWAPs & Other Derivatives in 2004

Manufacturer: Practising Law Institute
ProductGroup: Book
Binding: Paperback
ASIN: 1402405278

Book Description

This book provides a new point of view on the field of financial engineering, through the application of multicriteria intelligent decision aiding systems. The aim of the book is to provide a review of the research in the area and to explore the adequacy of the tools and systems developed according to this innovative approach in addressing complex financial decision problems, encountered within the field of financial engineering. Audience: Researchers and professionals such as financial managers, financial engineers, investors, operations research specialists, computer scientists, management scientists and economists.

Book Description

This symposium was organised with the aim of encouraging collaboration in international science and engineering communities for the benefit of human kind. It consisted of invited talks by experts on materials and poster presentation papers. Approximately 140 scientists participated and the resulting proceedings present an up-to-date review of the research in this area.

Serving affiliate societies.: An article from: Advanced Materials & Processes

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Serving affiliate societies.: An article from: Advanced Materials & Processes

Manufacturer: ASM International
ProductGroup: Book
Binding: Digital

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Book Description

This digital document is an article from Advanced Materials & Processes, published by ASM International on December 1, 2000. The length of the article is 490 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: Serving affiliate societies.
Publication: Advanced Materials & Processes (Refereed)
Date: December 1, 2000
Publisher: ASM International
Volume: 158 Issue: 6 Page: 4

Distributed by Thomson Gale

Serving Member Needs.(American Society for Metals)(Brief Article): An article from: Advanced Materials & Processes

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Serving Member Needs.(American Society for Metals)(Brief Article): An article from: Advanced Materials & Processes

Manufacturer: ASM International
ProductGroup: Book
Binding: Digital

General | Science | Subjects | Books

Science & Technology | Subjects | e-Docs | Formats | Books

Book Description

This digital document is an article from Advanced Materials & Processes, published by ASM International on May 1, 2000. The length of the article is 562 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: Serving Member Needs.(American Society for Metals)(Brief Article)
Publication: Advanced Materials & Processes (Refereed)
Date: May 1, 2000
Publisher: ASM International
Volume: 157 Issue: 5 Page: 90

Article Type: Brief Article

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GEORGE BUSH, DARK PRINCE OF LOVE: A Presidential Romance
Average customer rating:

I always felt there was a molecular-level strength in the polar opposition of GB and me.

Very funny!

Funny Book

Absurd and splendid

A funny book about an unfunny man

GEORGE BUSH, DARK PRINCE OF LOVE: A Presidential Romance
Lydia Millet
Manufacturer: Touchstone
ProductGroup: Book
Binding: Paperback

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ASIN: 0684862743

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Realists will scoff at George Bush, Dark Prince of Love. Absurdists, however, may rejoice. To put it politely, the narrator of Lydia Millet's satire is fat, felonious, trailer-park trash who's out to replace Barbara Bush in the president's affections. The narrator, however, would describe herself differently--for despite her unfortunate circumstances, Rosemary could give Lucian lessons in rhetoric and trade bons mots with Oscar Wilde. From the start, she's convinced that she and Mr. Bush are soul mates: "I found I was beginning to look forward to G.B.'s sound bites and public appearances with the childish curiosity and appetite I had formerly reserved for Seabreezes, monster-truck rallies, and all-you-can-eat breakfast buffets." As she does her best to worm her way into the chief executive's affections while trying to avoid further incarceration, Rosemary moves in with the aged Russell, who comes complete with a voice box, dentures, a serious cocaine habit, and the most revolting friends in the history of humanity. Nonetheless, the man is a Bush fan, and our heroine prefers his home as a base of operations. Though Rosemary found G.B.'s inaugural performance a turn-on, it isn't until the Gulf War heats up that she really falls in love:

I'd started to tape CNN during the day, while my role as a stalwart blue-collar American worker kept me away from my duties to G.B. At night I would fast-forward through the tape during commercials in the live coverage, until I caught sight of him. And then I'd sit there dreamily, a deer in the headlights of his transformation. G.B. was a man of action, a G.I. Joe fresh off the assembly line with special-edition gray hair. Only like those Russian dolls, there was a different G.B. inside the warlike Commander in Chief: a gangly prepubescent. The tension between them transfixed me.

Millet clearly intends the tension between her narrator's vision and reality to transfix us--and it can over a short space of time. If you're in the right mood, you'll find it hard to resist Rosemary's take on things, even as you wonder how someone with such a fine turn of phrase can have so little self-knowledge. But it's all part of her dubious charm: only this behemoth could transpose 10 days in an asylum into "an informal, ad hoc study of the mental-health industry, which had served to confirm my original hypothesis on the subject." Even those who tire of the novel's conceit will want to skip ahead to Rosemary's one encounter with the great man. Suffice it to say that things don't go at all as planned. --Kerry Fried

Book Description

"Some women like muscle. Brute strength, or the illusion of it. Their idea of an attractive man is a craggy meatpacker with a squirrel brain, who likes to crush vermin with his bare fist. I call these women Reaganites....Personally, I've always preferred the underdog."

Rosemary is an ex-con with no viable career prospects, a boyfriend old enough to be her grandfather, and a major obsession with our nation's forty-first president, whom she fondly refers to as "G.B." Unexpectedly smitten during his inaugural address, Rosemary is soon anticipating G.B.'s public appearances with the enthusiasm she once reserved for all-you-can-eat breakfast buffets. As her ardor and determination to gain G.B.'s affection grow, Rosemary embarks on an increasingly outrageous campaign that escalates from personal letters to paid advertising, until at last she reaches the White House.

What happens next is nothing like how Rosemary imagined it would be.

Written with razor-sharp satiric wit and packed with wry observations of our times, our presidents, and our electorate, George Bush, Dark Prince of Love is a hilarious antidote to the hype and hypocrisy of America's most hallowed institutions.

Customer Reviews:

I always felt there was a molecular-level strength in the polar opposition of GB and me. .......2006-02-07

Like protons and electrons or something. Lydia Millet's 'My Happy Life' tore me to shreds with its realism of harsh times, harsh lives, and those forced unwillingly into horrid circumstances. Where 'My Happy Life' is depressing with raw helplessness, 'Dark Prince Of Love' is hilarious in pointing towards the everyday psychotic behavior of those whom you pass cautiously on the sidewalk, knowing something is wrong but unable to pinpoint it.

'GB, Dark Prince Of Love' had me shrieking with laughter, written from the psychotic POV of Rosemary, an ex-con who spent time in a maximum security prison for running a stop sign and killing her passenger and best friend Shelly.

Released from prison and set up in a mobile home park in 1989, she is free just in time to absorb herself in the election process of George Bush Senior. She has a job on an assembly line folding box tops when she meets Russell in a drugstore line. Russell is an antisocial Korean War vet with a laryngectomy, a cocaine habit, and a penchant for pulling mean pranks.

The book told in comical, first person perspective by Rosemary, who takes GB's speeches so literally that she uses them to guide her everyday life. Learning from GB's "outright denial-tactic" of his relationship with Noriega, Rosemary gets Russell drunk and convinces him to sign over the deed to his house to her.

When Russell almost OD's on cocaine, Rosemary gets scolded in the ER, Russell is forced into a dry out facility where he breaks his hip during a chair-standing soliloquy that no one understood because of his voice box. Rosemary sets up her shrine to GB in Russell's basement, and moves into his house, taking up with an illegal Mexican immigrant named Jose while Russell is hospitalized. Before Russell comes home Rosemary calls the DOJ and has Jose deported.

Rosemary's memories of her youth with Shelly, her relationship with Russell and his war buddy Apache who unexpectedly moves in for awhile, Jose, her co-workers, and eventually the Secret Service who respond to her strange letters written to the white house, all revolve around Rosemary's obsession with GB, and the shrine she built to him.

This is a very funny satirical novel about abnormal obsessions, bad habits, odd people, and sadly, the voting public. Lydia Millet is a very talented writer that brings both wit and deep emotion into her novels, whether serious or funny. I strongly recommend picking up one of her novels. Enjoy!

Very funny!.......2003-02-10

If you are looking for an enjoyable read I recommend this book. It is very funny!

Funny Book.......2002-01-30

I enjoyed the book and nearly fell out of bed laughing many times. Lydia Millet has a dry sense of humor. Her main character is along the lines of what most would have labeled as "trailer trash." If you like irony and twisted, irrational main characters, you'll likely enjoy this short novel.

Absurd and splendid.......2002-01-24

Well, I knew from the title alone that I would love this book. However, I had no clue that it would be as brilliant a lampoon as it is.

The plot focuses on how a woman who embodies all the victim's of George H.W. Bush comes fanatically loyal and obsessed with him.
While exceedingly understated, this defines savage satire. The irony is delicious and not at all overwrought; fortunately it is short as any longer and the humor would quickly transcend the point of diminishing returns.

This is definitely dark, sardonic humor. If you have a cynical bent, you will love this.

A funny book about an unfunny man.......2001-07-02

This is a clever little book about Rosemary's obsession with George Bush the Elder. For those of us who aren't taken with the Bushes, either the elder George or the present president or the governor of Florida, the book gives us something to smile about. While I kept wanting the book to be better-- although some of the descriptions of GB and BB, as they are called in the book, are quite delicious-- the quotations of George Bush that start each chapter alone make the book worth reading. I had forgotten just how inarticulate the elder Bush was. It must be generational.

George Bush, Dark Prince of Love: A Presidential Romance

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George Bush, Dark Prince of Love: A Presidential Romance
Lydia Millet
Manufacturer: Scribner Paperback
ProductGroup: Book
Binding: Paperback
ASIN: B000MQ8MAM

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