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040			_aUOWD
082	0	0	_a332.6457 CO IN
100	1		_aCorb, Howard _927304
245	1	0	_aInterest rate swaps and other derivatives _cHoward Corb
260			_aNew York : _bColumbia Business School, _cc2012.
300			_axxi, 599 p. : _bill. ; _c24 cm.
504			_aIncludes bibliographical references (p. [585]-588) and index.
520			_aThe first swap was executed over thirty years ago. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by a myriad of institutional investors for the purposes of risk management, expressing a view on the market, and pursuing market opportunities that are otherwise unavailable using more traditional financial instruments. In this volume, Howard Corb explores the concepts behind interest rate swaps and the many derivatives that evolved from them. Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style. While it is filled with sophisticated formulas and analysis, the volume is geared toward a wide range of readers searching for an in-depth understanding of these markets. It serves as both a textbook for students and a must-have reference book for practitioners. Corb helps readers develop an intuitive feel for these products and their use in the market, providing a detailed introduction to more complicated trades and structures. Through examples of financial structuring, readers will come away with an understanding of how derivatives products are created and how they can be deconstructed and analyzed effectively.
650		0	_aInterest rate futures _927305
650		0	_aSwaps (Finance) _927306
650		0	_aInterest rate swaps _927307
650		0	_aDerivative securities _9715
856			_uhttps://uowd.box.com/s/erf8ef475rmvuebm5wn6m7gtbp6wws1g _zLocation Map
942			_2ddc _cREGULAR