Overview

The 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.

Full Product Details

Author:   Howard Corb
Publisher:   Columbia University Press
Imprint:   Columbia University Press
Dimensions:   Width: 15.20cm , Height: 4.30cm , Length: 22.90cm
Weight:   0.454kg
ISBN:  

9780231159647

ISBN 10:   0231159641
Pages:   624
Publication Date:   14 September 2012
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In stock  
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Reviews

<p>Corb's comprehensive treatment of interest rate swaps and related derivatives is destined to be the standard source for all professionals and students anxious to learn both concepts and practice. The book is authoritative, accessible, and rich with applications and illustrative examples.--Darrell Duffie, Stanford University

Howard Corb's comprehensive treatment of interest rate swaps and related derivatives is destined to be the standard source for all professionals and students anxious to learn both concepts and practice. This book is authoritative, accessible, and rich with applications and illustrative examples. -- Darrell Duffie, Stanford University

Author Information

Howard Corb is an adjunct associate professor in finance and economics at Columbia Business School and a managing director at Tradeweb Markets LLC. After receiving his Ph.D. in finance from Stanford University, he began his Wall Street career at J.P. Morgan and later joined Morgan Stanley, during which time he worked with a variety of institutional clients to help manage their interest rate risk using derivatives.

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