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An up-to-date look at the evolution of interest rate swaps andderivatives

Interest Rate Swaps and Derivatives bridges the gapbetween the theory of these instruments and their actual use inday-to-day life. This comprehensive guide covers the main "rates"products, including swaps, options (cap/floors, swaptions), CMSproducts, and Bermudan callables. It also covers the main valuationtechniques for the exotics/structured-notes area, which remains oneof the most challenging parts of the market.

  • Provides a balance of relevant theory and real-world tradinginstruments for rate swaps and swap derivatives
  • Uses simple settings and illustrations to reveal keyresults
  • Written by an experienced trader who has worked with swaps,options, and exotics

With this book, author Amir Sadr shares his valuable insightswith practitioners in the field of interest rate derivatives-fromtraders and marketers to those in operations.

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