Pricing and Hedging Swaps by Paul Miron, Philip Swannell

Pricing and Hedging Swaps



Download Pricing and Hedging Swaps




Pricing and Hedging Swaps Paul Miron, Philip Swannell
Language: English
Page: 264
Format: pdf
ISBN: 185564052X, 9781855640528
Publisher: Euromoney Pub.

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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