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

Pricing and Trading Interest Rate Derivatives is a practical, practitioner-focused guide to pricing, trading, and risk managing interest rate swaps and cross-currency swaps in modern fixed income markets.

Written by a portfolio manager with twenty years of trading experience, this book explains how swaps are actually priced, hedged, and managed on real desks - bridging the gap between academic theory and day-to-day market practice.

Ideal for:
- swaps traders and fixed income professionals
- qu...