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A Complex Development of Interest Rate Derivatives.


DUBLIN, Ireland -- Research and Markets (http://www.researchandmarkets.com/reports/c55429) has announced the addition of "Interest Rate Derivatives: A Practical Guide to Applications, Pricing and Modelling" to their offering.

Written in a straightforward, clearly structured manner with extensive use of worked examples, this easy to use book gives you an explanation of both basic and advanced principles for the valuation of interest rate derivatives and their hedging applications.

Interest Rate Derivatives describes:

- Pricing methods

- Application, structuring and valuation of:

- Interest rate and Cross currency Swap Currency Swap

A swap that involves the exchange of principal and interest in one currency for the same in another currency.

Notes:
Currency swaps were originally done to get around the problem of exchange controls.
 

- Interest Options

- Methods of managing interest rate exposure

- Trading and hedging strategies and their application in portfolio management.

Basic interest rate mathematics are explored and built upon to delve into a more complex development of interest rate derivatives in general. This work is accompanied by a CD and gives you a unique stand-alone product which serves as a major reference guide on interest rate derivatives.

The book itself is developed around a user-friendly excel based pricing system Noun 1. pricing system - a system for setting prices on goods or services
system - a procedure or process for obtaining an objective; "they had to devise a system that did not depend on cooperation"
 helping you to better understand the content by applying the theory to real life pricing. This allows you to use the book as an initial reference or learning tool to see how the maths works and leaves you with a practical calculation tool.

We recommend this book for all financial and corporate treasury staff, MBA MBA
abbr.
Master of Business Administration

Noun 1. MBA - a master's degree in business
Master in Business, Master in Business Administration
 students, graduates and anyone looking for Looking for

In the context of general equities, this describing a buy interest in which a dealer is asked to offer stock, often involving a capital commitment. Antithesis of in touch with.
 a mathematical guide to the practical pricing and modelling of interest rate derivatives.

About the author:

Todd James has over 12 years of experience in derivatives and debt capital markets including trading, marketing and structuring derivative transactions. He holds a BBA BBA
abbr.
Bachelor of Business Administration
 in business and economics from WLU WLU Wilfrid Laurier University
WLU Washington and Lee University (Lexington, Virginia)
WLU We Love You
, Waterloo, Canada and an MBA in finance from the University of Toronto Research at the University of Toronto has been responsible for the world's first electronic heart pacemaker, artificial larynx, single-lung transplant, nerve transplant, artificial pancreas, chemical laser, G-suit, the first practical electron microscope, the first cloning of T-cells, .

Having worked in Toronto and London, Todd is currently based in Hong Kong where he structures and develops structured products. He has also been providing regular workshops and seminars for corporate and financial institutions on derivatives, risk management and structured products.

His past experience covers debt capital markets, interest rates, cross currency swaps trading and structuring, and structured products marketing and structuring.

Areas covered:

- Financial Mathematics

- Short term Interest Rates and Futures

- Bonds: Pricing risk and hedging

- Interest Rate Swaps Interest Rate Swap

A deal between banks or companies where borrowers switch floating-rate loans for fixed rate loans in another country. These can be either the same or different currencies.
: Overview and application

- Deriving a Zero Coupon Curve

- Asset and Liability Swaps: Cashflows and pricing

- Hedging Interest rate Swaps

- Cross Currency Interest Rate Swaps

- Interest Rate Options

- More exotic swaps/options

- FAA 133 and IAS See iPlanet Application Server.

1. (computer) IAS - The first modern computer. It had main registers, processing circuits, information paths within the central processing unit, and used Von Neumann's fetch-execute cycle.
 39

- Documentation and Credit

For more information visit http://www.researchandmarkets.com/reports/c55429.
COPYRIGHT 2007 Business Wire
No portion of this article can be reproduced without the express written permission from the copyright holder.
Copyright 2007, Gale Group. All rights reserved. Gale Group is a Thomson Corporation Company.

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Publication:Business Wire
Date:Apr 30, 2007
Words:412
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