Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps - Image 1

£53.40

Aitch & Dee Limited Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps

Name: Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps
Brand: Aitch & Dee Limited
Price: 53.4 GBP
Availability: InStock

Investments & Securities

Price History & Forecast

Last 8 days • 8 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 8 days • 1 price levels

Days at Price

Price Analysis

Most common price: £53 (8 days, 100.0%)

Price range: £53 - £53

Price levels: 1 different prices over 8 days

Description

***There is a newer edition of this book available (3rd Edition: 7 August 2022) !! The newer edition is available in both Hardback and Paperback versions*** 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 presented from that perspective, outlining the importance of regulations in an IRD capacity, with volatility and swaptions taught from a practical point of view rather than an overly cumbersome academic one. The treatment of risk is expansive and thorough. The author formally analyses modern market-maker techniques to accurately predict PnL, and successfully implement multiple, consistent perspectives to view all details of risks. Almost everything included here is compulsory knowledge for a modern, successful, swaps trader or interest rate risk portfolio manager. Certainly this book sets the benchmark for the level of expertise that swaps traders should strive for, and the style is aimed at the novice and professional alike.

Product Specifications

Brand: Aitch & Dee Limited
Format: paperback
ASIN: 099545552X
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities
Domain: Amazon UK
Release Date: 17 May 2017
Listed Since: 10 May 2017

Barcode

No barcode data available

Aitch & Dee Limited Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

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

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

Swaps and Other Derivatives: 480 (The Wiley Finance Series)

Securitisation Swaps: A Practitioner's Handbook (Wiley Finance)

Coding Interest Rates: FX, Swaps and Bonds

Derivatives: Theory and Practice of Trading, Valuation, and Risk Management (Springer Texts in Business and Economics)

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution, Transition, and Implementation (Applied Quantitative Finance)

Interest Rate Swaps and Their Derivatives: A Practitioner's Guide: 510 (Wiley Finance)

Low Latency Interest Rate Markets: Theory, Pricing and Practice

Bond and Money Markets: Strategy, Trading, Analysis (Securities Institution Professional Reference Series)

Pricing and Hedging Interest and Credit Risk Sensitive Instruments

Routledge Demystifying Fixed Income Analytics Book

Derivatives Unlocked: A Practitioner’s Perspective

Mastering Interest Rate Risk Strategy:A Practical Guide to Managing Corporate Financial Risk

Derivative Pricing and Credit Exposures Modelling: Python Prototype of XVA for Practitioners (2.0)

Fixed Income Relative Value Analysis + Website: A Practitioner's Guide to the Theory, Tools, and Trades (The Wiley Finance Series)

Foreign Exchange: Practical Asset Pricing and Macroeconomic Theory

Futures, swaps, options. Les produits financiers dérivés (2021)

Practical Derivatives: A Transactional Approach, Fourth Edition

Foreign Exchange: Practical Asset Pricing and Macroeconomic Theory

Financial Engineering: Derivatives and Risk Management

Interest Rate Swaps and Other (Columbia Business School Publishing)

Market Risk Analysis, Pricing, Hedging and Trading Financial Instruments (The Wiley Finance Series)

Credit Correlation: Theory and Practice (Applied Quantitative Finance)