***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 ...
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***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.
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Add this copy of Pricing and Trading Interest Rate Derivatives: A to cart. $50.00, very good condition, Sold by Night Lights rated 4.0 out of 5 stars, ships from Olancha, CA, UNITED STATES, published 2017 by Aitch & Dee Limited.
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Very good. 410 p. Audience: Professional and scholarly. Slight bump top right corner affects corner of roughly half the pages, otherwise a clean and unmarked copy, apparently unread.
Add this copy of Pricing and Trading Interest Rate Derivatives: a to cart. $60.69, very good condition, Sold by Symposia rated 5.0 out of 5 stars, ships from Hoboken, NJ, UNITED STATES, published 2017 by Aitch & Dee Limited.
Add this copy of Pricing and Trading Interest Rate Derivatives: A to cart. $61.99, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2017 by Aitch & Dee Limited.
Add this copy of Pricing and Trading Interest Rate Derivatives: A to cart. $68.21, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2017 by Aitch & Dee Limited.
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Fine. 410 p. Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Pricing and Trading Interest Rate Derivatives: A to cart. $76.19, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2017 by Aitch & Dee Limited.
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New. 410 p. Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Pricing and Trading Interest Rate Derivatives: a to cart. $76.20, new condition, Sold by Just one more Chapter rated 3.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 2017 by Aitch & Dee Limited.
