Interest Rate Swaps and Their Derivatives
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Published By John Wiley & Sons, Inc.

9781118267967, 9780470443941

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Appendix A: Taylor Series Expansion

Interest Rate Swaps and Their Derivatives ◽

10.1002/9781118267967.app1 ◽

2011 ◽

pp. 219-222

Keyword(s):

Series Expansion ◽

Taylor Series ◽

Taylor Series Expansion

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Short-Rate Models

Interest Rate Swaps and Their Derivatives ◽

10.1002/9781118267967.ch8 ◽

2011 ◽

pp. 149-173

Keyword(s):

Short Rate Models

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Derivatives Pricing: Risk-Neutral Valuation

Interest Rate Swaps and Their Derivatives ◽

10.1002/9781118267967.ch5 ◽

2011 ◽

pp. 77-95

Keyword(s):

Derivatives Pricing ◽

Risk Neutral ◽

Pricing Risk

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Index

Interest Rate Swaps and Their Derivatives ◽

10.1002/9781118267967.index ◽

2011 ◽

pp. 239-247

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Front Matter

Interest Rate Swaps and Their Derivatives ◽

10.1002/9781118267967.fmatter ◽

2011 ◽

pp. i-xiii

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Notes

Interest Rate Swaps and Their Derivatives ◽

10.1002/9781118267967.notes ◽

2011 ◽

pp. 235-237

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Bermudan-Style Options

Interest Rate Swaps and Their Derivatives ◽

10.1002/9781118267967.ch9 ◽

2011 ◽

pp. 175-184

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Interest Rate Swaps in Practice

Interest Rate Swaps and Their Derivatives ◽

10.1002/9781118267967.ch3 ◽

2011 ◽

pp. 43-65

Keyword(s):

Interest Rate ◽

Interest Rate Swaps

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Forward-Measure Lens

Interest Rate Swaps and Their Derivatives ◽

10.1002/9781118267967.ch11 ◽

2011 ◽

pp. 201-213

Keyword(s):

Forward Measure

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In Search of “The” Model

Interest Rate Swaps and Their Derivatives ◽

10.1002/9781118267967.ch12 ◽

2011 ◽

pp. 215-218

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