Please refer to the section BELOW (and NOT ABOVE) this line for the product details- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -Title:Pricing And Trading Interest Rate Derivatives: A Practical Guide To SwapsISBN13:9780995455535ISBN10:0995455538Author:Darbyshire, J. Hamish M. (Author)Description:The Most Professional And Industry Relatable Text Currently Available For Linear Interest Rate Derivatives Written By A Practicing Derivatives Portfolio Manager With Over Fifteen Years Of Fixed Income Trading Experience, This Book Focuses On Core Trading Concepts; Pricing, Curve Building (Single And Multi-Currency), Risk, Credit And Csas, Regulations, Var And Pca, Volatility, Cross-Gamma, Trade Strategy Analysis And Market Moving Influences The Book's Focus Is Interest Rate Swaps And Cross-Currency Swaps, Updated For A Risk Free Rate (Rfr, Such As Sofr And Estr) Framework As Opposed To Libor Topics Are Presented From That Perspective, Outlining The Importance Of Regulations In An Ird Capacity, With Volatility And Swaptions Taught From A Practical Point Of View Rather Than An Overly Cumbersome Academic One This Third Edition (2022) Markedly Expands The Second Edition (2017), By Not Only Providing Extensive Analysis But Also Building Up A Modern Codebase, Step-By-Step, In Python It Constructs And Solves Interest Rate Curves And Goes On To Implement Risk And Cross-Gamma Calculations, Demonstrating The Implementation Of Automatic Differentiation For Superior Efficiency Read More At S: Githubattack68book_Irds3 The Treatment Of Risk Is Expansive And Thorough The Author Formally Analyses Modern Market-Maker Techniques To Accurately Predict Pnl, And Successfully Implement Multiple, Consistent Perspectives To View All Details Of Risks Almost Everything Included Here Is Compulsory Knowledge For A Modern, Successful, Swaps Trader Or Interest Rate Risk Portfolio Manager Certainly This Book Sets The Benchmark For The Level Of Expertise That Swaps Traders Should Strive For, And The Style Is Aimed At The Novice And Professional Alike Binding:Paperback, PaperbackPublisher:Aitch & Dee LimitedPublication Date:2022-08-07Weight:1.56 lbsDimensions:0.91'' H x 9.61'' L x 6.69'' WNumber of Pages:448Language:English
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