Interest rate swaps and their derivatives a practitioner`s guide

Series statement from jacket.

Includes bibliographical references and index.

"Rates" Market -- List of Symbols and Abbreviations -- Pt. 1. Cash, Repo, And Swap Markets -- Ch. 1. Bonds: It's All About Discounting -- Ch. 2. Swaps: It's Still About Discounting -- Ch. 3. Interest Rate Swaps in Practice -- Ch. 4. Separating Forward Curve from Discount Curve -- Pt. 2. Interest Rate Flow Options.i -- Ch. 5. Derivatives Pricing: Risk-Neutral Valuation -- Ch. 6. Black's World -- Ch. 7. European-Style Interest Rate Derivatives -- Pt. 3. Interest Rate Exotics -- Ch. 8. Short-Rate Models -- Ch. 9. Bermudan-Style Options -- Ch. 10. Full Term-Structure Interest Rate Models -- Ch. 11. Forward-Measure Lens -- Ch. 12. In Search of "The" Model -- Appendix A. Taylor Series Expansion -- Appendix B. Mean-Reverting Processes -- Appendix C. Girsanov's Theorem and Change of Numeraire.