Pricing and Hedging Swaps
Released: Jan 01, 1991
Publisher: Euromoney Inst Investors Plc
Format: Paperback, 240 pages
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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.
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