Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides

An up-to-date look at the evolution of interest rate swaps and derivatives Interest Rate Swaps and Derivatives bridges the gap between the theory of these instr

Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without usin

The most professional and industry relatable text currently available for linear interest rate derivatives. Written by a practicing derivatives portfolio manage

This book provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and