Interest-Rate Derivatives: v. 1 Swaps (Wiley Finance Series)

Interest-Rate Derivatives: v. 1 Swaps (Wiley Finance Series)

By: Richard Fedrick (author)Hardback

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This is a comprehensive, technically rigorous guide to interest-rate derivatives from a trading floor perspective. This book provides extensive coverage of bonds and money markets; yield curves; interest-rate and cross-currency swaps; swaps risk-management; breakdowns of classical swaps pricing in the credit crunch; and, modern multi-curve calibration methodologies. It closes with a section on counterparty credit risk for swaps, an issue that has come to the forefront of market practice in the aftermath of the financial crisis. Written by a practitioner for practitioners, "Interest-Rate Derivatives, Volume 1" is the ideal reference for derivatives practitioners everywhere.

Product Details

  • ISBN13: 9781119990703
  • Format: Hardback
  • Number Of Pages: 352
  • ID: 9781119990703
  • ISBN10: 111999070X

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