Swaps/ Financial Derivatives - Third Editionis a unique, authoritative and comprehensive reference work for practitioners on derivatives. It brings together all aspects of derivative instruments within a cohesive and integrated framework covering:
Derivative instruments including exchange-traded markets and over-the-counter markets
Pricing, valuation and trading/hedging of derivatives.
Management of market, credit and other risk associated with derivatives trading.
Documentation, accounting, taxation and regulatory aspects of derivatives.
Applications of derivatives.
Derivative structures including synthetic asset structures using derivatives, exotic options, interest rate/ currency, equity, commodity (energy, metals and agricultural), credit and new derivative markets (insurance, weather, inflation/ macro-economic indicators, property and emissions)
Key Features of Swaps/ Financial Derivativesinclude:
Unparalleled up-to-date coverage of derivative markets in all asset classes.
Written by experienced practitioner.
Practical approach using actual transactions that are analysed to illustrate the structure, application, pricing, hedging and risk management of individual instruments.
Four volumes; 4,500 pages;
Hundreds of Exhibits and diagrams
Detailed Index and extensive references
Customer Comments
Swaps and Financial Derivatives: Products, Pricing, Applications and Risk Management (4 Volume Set) (Wiley Finance)
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