Pricing and Trading Interest Rate Derivatives - Bok av J Hamish M Darbyshire - Häftad
The most professional and industry relatable text currently available for linear interest rate derivatives.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..
