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Search for author name: "Philip Swannnell" | Books found: 1
Pricing and Hedging Swaps
Pricing and Hedging Swaps
Author: Paul Miron, Philip Swannell, Philip Swannnell | Publisher: Euromoney Institutional Investor PLC
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.
Added: 04.05.2007ISBN: 185564052XPages: 245Price: £ 145,00Lang.: EnglishRecommended
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