A Simplified Method For Pricing Interest Rate Swaps And Swaptions: Collected Swap Pricing Articles Of David Smith

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

• | Author: David Roy Smith
• | Publisher: CreateSpace Independent Publishing Platform
• | Publication Date: Aug 24, 2016
• | Number of Pages: 42 pages
• | Language: English
• | Binding: Paperback
• | ISBN-10: 1535369442
• | ISBN-13: 9781535369442