Pricing and Hedging Swaps
Paul Miron, Philip Swannell
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.
Կատեգորիաներ:
Տարի:
1992
Հրատարակչություն:
Euromoney Publications
Լեզու:
english
Էջեր:
264
ISBN 10:
185564052X
ISBN 13:
9781855640528
Ֆայլ:
PDF, 66.33 MB
IPFS:
,
english, 1992