Interest.Rate.Swaps.and.Other.Derivatives.pdf

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INTEREST RATE
and
SWAPS
Other
D E R I VAT I V E S
Howard Corb
INTEREST RATE SWAPS
and Other
DERIVATIVES
INTEREST RATE
and
SWAPS
Other
DERIVATIVES
Howard Corb
Columbia University Press
Publishers Since 1893
New York Chichester, West Sussex
cup.columbia.edu
Copyright c 2012 Howard Corb
All rights reserved
Library of Congress Cataloging-in-Publication Data
Corb, Howard.
Interest rate swaps and other derivatives / Howard Corb.
p. cm.
Includes bibliographical references and index.
ISBN 978-0-231-15964-7 (cloth : alk. paper) – ISBN 978-0-231-53036-1
(ebookcol : alk. paper)
1. Interest rate futures. 2. Swaps (Finance) 3. Interest rate swaps.
4. Derivative securities. I. Title.
HG6024.5.C67 2012
332.64
'
57–dc23
2012001490
Columbia University Press books are printed on permanent and durable
acid-free paper. This book is printed on paper with recycled content.
Printed in the United States of America
c 10 9 8 7 6 5 4 3 2 1
Jacket image: (c) Tradeweb Markets LLC. Reproduced with permission of owner
Tradeweb Markets LLC. All rights reserved.
References to Internet Web sites (URLs) were accurate at the time of writing.
Neither the author nor Columbia University Press is responsible for URLs that
may have expired or changed since the manuscript was prepared.
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