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Interest rate swaps allow counterparties to exchange fixed rate streams of payment for floating ones. The first swap was executed over thirty years ago, and since then, the interest rate swaps market and other related derivative markets have grown and diversified in phenomenal directions. Today interest rate swaps and other derivatives are used by myriad institutional investors for the purposes of risk management, expressing a view on the market, and exploiting market opportunities that are otherwise unavailable using more traditional financial instruments.
In this volume, Howard M. Corb further explains the concepts behind interest rate swaps and the derivatives spawned from their success. While his book is filled with sophisticated formulas and analysis, it is geared toward the average reader in search of an in depth understanding of these markets. Corb helps readers develop an intuition about these products and their use in the market, and he follows their manipulation into more complicated trades and structures. Through examples from financial and reverse engineering, he demonstrates how such products are created and how they can be deconstructed and analyzed effectively.
- Sales Rank: #430114 in eBooks
- Published on: 2012-06-19
- Released on: 2012-06-19
- Format: Kindle eBook
Review
Howard Corb's comprehensive treatment of interest rate swaps and related derivatives is destined to be the standard source for all professionals and students anxious to learn both concepts and practice. This book is authoritative, accessible, and rich with applications and illustrative examples.
(Darrell Duffie, Stanford University)Finally, a complete and comprehensive derivative textbook that is both commercial and quantitative. This book is written in a wonderful conversational manner that will appeal to students of many derivative applications―corporations of all sizes, institutional investors of all kinds, public sector borrowers, global regulators, quants and educators at all levels. Howard Corb has really captured everything―the broad array of products and the necessary maths and associated variables―covering both common applications along with all the nuances. Undoubtedly this book will serve as both a textbook for the inquisitive and a reference book for all practitioners. I have grown with the swaps and derivatives market for the last quarter century and would have valued having this book at my side on many occasions. I commend Corb for creating such an inclusive work. His book clearly captures his passion for the derivatives market and his sincere interest in education.
(Richard Prager, head of global trading, BlackRock)Corb's book uniquely marries academic rigor and real-world trading experience in a compelling, readable style.
(Academic Lounge) About the Author
Howard Corb is an adjunct associate professor in finance and economics at Columbia Business School and a partner at Arel Capital. After receiving his Ph.D. in finance from Stanford University, he began his Wall Street career at J. P. Morgan and later joined Morgan Stanley, during which time he worked with a variety of institutional clients to help manage their interest rate risk using derivatives.
Excerpt. © Reprinted by permission. All rights reserved.
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Most helpful customer reviews
14 of 16 people found the following review helpful.
Extremely well written, very practical, best finance textbook I've read
By M Scott
My most interesting take-away from this book was it's rare combination of readability, technical specificity and overall "entertainment" value, for lack of a better word (as far as textbooks are concerned at least). Other derivatives textbooks on the market (I'm most familiar with Hull and Tuckman), although very technically sound, can be truly a dread to read and are clearly more intended for the academic than the practitioner. Far from just being a desk reference I found myself actually enjoying reading it through - I'd describe Corb's writing style as John Hull meets Micheal Lewis. The many entertaining footnotes and cultural references really help in the learning process by keeping readers interested in the book itself and thus also on the material.
Another interesting element of the book is that Corb spends time not only on the exact calculations behind the pricing of the securities he discusses, but also on the intuition that practitioners should have when considering these products. Hence he goes a step further beyond simply showing you how to build calculators towards an intuitive understanding of how pricing algorithms should be built and how prices should move. Because many new salespeople/structurers/traders can be much too wedded to their pricers, using this book to help develop a sense for the effects of daycount changes or option period changes for example is a great help.
Another point would be the completeness of the material. Previous texts I've read have only covered a small fraction of the products and situations I'd experienced as a practitioner, focusing mostly on very basic swaps and maybe caps/floors. Prof Corb's book on the other hand did a vastly better job reintroducing me to and providing a deeper understanding of those products practitioners deal with just as often but are far more complex like swaptions, cancellable swaps and exotics.
Great read, extremely well written, the best finance textbook I've read.
14 of 17 people found the following review helpful.
New Stadard for Interest Rate Derivatives
By Colin Teichholtz
There is little doubt that "Interest Rate Swaps and Other Derivatives" will shortly be a fixture on every Wall Street interest rate derivatives trading desk. Corb has created a reference spanning the myriad variety of interest rate derivatives products.
Corb has laid out the material in a straightforward style that is accessible to students as well as professionals. I enjoyed the many contextual references that interlace the text, delving not only into the math and economics underlying different derivative constructions, but also the reasons they evolved in the first place. Corb describes the rationales and ideas that captivated market thinking as particular trades and events unfolded, elaborating both why those instruments were created and transacted, and also how at times they became distressed or dislocated. This is really great stuff, and short of having sweated it out for years on a Wall Street trading floor, I'm not sure how a reader could otherwise have acquired this same degree of flavor and wisdom.
"Interest Rate Swaps and Other Derivatives" is quite rigorous, with intuitive explanations subsequently supported by the relevant formulas and derivations. Detailed annotations supplement the main text, and are worth reading.
While there are many Fabozzi-esque compilations of interesting research and analysis available, I found "Interest Rate Swaps and Other Derivatives" to be practical, informative, and engaging. I recommend it for anyone with an interest in interest rate derivatives trading, analysis, or history.
12 of 14 people found the following review helpful.
mandatory reading
By H. Alexander
this class and this book changed my life. It sounds absurd, but it's true. If you work in the business someone on your trading floor has taken corb's class at CBS and this book is the MBA course book and then some. If you only buy one book that will move the needle for your love of rate derivatives buy this one.
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