Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps
| Author | : | |
| Rating | : | 4.35 (503 Votes) |
| Asin | : | 0995455511 |
| Format Type | : | paperback |
| Number of Pages | : | 308 Pages |
| Publish Date | : | 2016-06-06 |
| Language | : | English |
DESCRIPTION:
This gave him unique exposure to the financial instruments upon which his books are focused. . There he honed his skills and was instrumental in shaping Barclays curve and risk model design, as well as successfully trading outright and basis markets throughout the years of the financial crisis and central bank quantitative easing. He went on to join the fixed income trading team at Barclays Capital in
A must read for pricing of interest rate swaps For everybody interested in learning more about the world of interest rate swaps, I believe this book does the job in an excellent manner. Not only does the book provides the reader with a general overview of market concepts and conventions, it also serves as a guideline in terms of more conceptual thinking and application to any market participant.I encourage anybody with an interest for swap pricing, regardless of job title, t. Full of very relevant, modern instruction. Amazon Customer This book covers so much ground. He did write in the intro that the pace wouldn't stall, but I'm surprised how much he manages to get through, particularly on IR swaps, which I thought were fairly simple products (and I bought this primarily for the XCCY swaps and CSA curve info)The best thing were the examples which illuminated the concepts coming at you quite quickly.. A gem among the fixed income and risk management literature The book covers the full spectrum of linear interest-rate derivatives and succeeds to admiration and then some. Treatment of each topic is compact yet very elucidating, with many numerical examples to boot. All presented from the vantage-point of a down-to-earth trader. The discussion is not hampered by excessive exposition of mathematical rigour and where possible qualitative explanations are provided, which helps the reader to
This currently selected item is the original (2016 yellow jacket) first edition. It has been superseded by the extended and revised (2017 black jacket) second edition.Learn more at TradingInterestRates. This 2016 edition remains available for compatibility with existing finance courses.
He has since returned to portfolio management in Scandinavia at Nordea Markets specialising in euro IRDs as part of a linear and non-linear product team. Later he travelled to Stockholm to spend more time with his Swedish family. This period gave him the opportunity to complete his MSc in mathematics and to author his first publication "Pricing and Trading Interest Rate Derivatives". He went on to join the fixed income trading team at Barclays Capital in London, quickly establishing his position as a sterling bond and IRD trader. There he honed his skills and was instrumental in shaping Barclays curve and risk model design, as well as successfully trading outright and basis markets throughout the years of the financial crisis and central bank quantitative easing. This gave him unique exposure to the financial instruments upon which his books are focused. About the Author J H M Darbyshire first studied mathematics at the University of Nottingham, becoming vale