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.

Pricing and Hedging Swaps

Business & Money

Miron, Paul

Swannell, Philip

Economics

Euromoney Inst Investors Plc

See the best price to sell, buy, or rent books by Miron, Paul. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Miron, Paul

See the best price to sell, buy, or rent books by Miron, Paul. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Pricing and Hedging Swaps