Pricing and Hedging Swaps

Pricing and Hedging Swaps image
ISBN-10:

185564052X

ISBN-13:

9781855640528

Released: Jan 01, 1991
Format: Paperback, 240 pages
to view more data

Description:

This book explains both the basic and advanced principles of pricing swaps and their hedge applications. Chapters describe pricing methods, swaps valuation, dealing with interest rate exposure, developing trading strategies and their application in portfolio management. Lucid clearly structured with extensive use of worked examples.











We're an Amazon Associate. We earn from qualifying purchases at Amazon and all stores listed here.