Brochura. Capa Dura com Sobrecapa. Livro em Estado de Novo. Vem com CD. 451 páginas. Formato: 19, 5X25, 5 cm. Economia. 29 / 03 / 2013. ............................................. Based on the author’s extensive experience in derivatives and risk management, working as a financial engineer, consultant and trainer for a wide range of institutions across the world this book discusses in detail how many of the wide range of swaps and other derivatives, such as yield curve, index amortisers, inflation-linked, cross-market, volatility, diff and quanto diffs, are priced and hedged. It also describes the modelling of interest rate curves, and the derivation of implied discount factors from both interest rate swap curves, and cross-currency adjusted curves.MA188T
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