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Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps

By J Hamish M Darbyshire
Paperback
$76.99
By J Hamish M Darbyshire
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There is a newer edition of this book available (3rd Edition: 7 August 2022) !!

Written by a practicing derivatives portfolio manager with over fifteen years of fixed income trading experience, this book focuses on core trading concepts; pricing, curve building (single and multi-currency), risk, credit and CSAs, regulations, VaR and PCA, volatility, cross-gamma, trade strategy analysis and market moving influences.

The book's focus is interest rate swaps and cross-currency swaps. Topics are ...

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BusinessProfessional Finance & InvestingDerivativesSecuritiesDerivatives - General & MiscellaneousSecurities - General & Miscellaneous