INTEREST RATE OPTIONS COLEY B. Księgarnia

Interest-Rate Options

For scholars of all grades and experience who are seeking detailed and comprehensive insights into this essential subject, there are few options to match this updated edition of Interest-Rate Options. Carefully arranged to indicate, with examples and in-depth analysis, f the various aspects of this wide-ranging topic, Interest-Rate Options provides a valuable source for further study as well as a quick and informative guide to all those working in specialised sectors of the money markets, banking, and futures.

The uses made of interest-rate options to effect advantageous |rading opportunities are fully illustrated, along with the associated "nathematics that are set out in an easy-to-follow format. American and European-style options are covered, and placed in the correct lontext with the more intricate aspects of forward-rate agreements, ttlements, option prices, and the appropriate use of interest-rate collars and floors.

Attention to detail and much preparation are evident from the first iage as author Brian Coyle gets to grips with strike rate, put options, borrowers' and lenders' options and much else. These and all the aspects that cover this intriguing subject come to life with a clarity id perception that ensure a thorough understanding and immediate ;cess to all that informs the diverse subject of interest-rate options.

Contents

1. Financial Options

2. Borrowers' and Lenders' Options

3. Settlement of Borrowers' and Lenders' Options

4. Interest-Rate Caps, Floors and Collars

5. Option Prices

6. Using OTC Options

7. Options on Interest-Rate Futures

Appendix: Mathematics of Option Pricing

Glossary

Index

152 pages

Po otrzymaniu zamówienia poinformujemy,
czy wybrany tytuł polskojęzyczny lub anglojęzyczny jest aktualnie na półce księgarni.