MASTERING SWAPS MARKETS
A step-by-step guide to the products, applications and risks
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Currency and interest rate swaps have become an integral part of domestic and international finance with an average daily turnover in excess of $80 billion. This book is designed as a comprehensive introduction into the market and its development. It will take you through the terminology, pricing and hedging of swaps. An authoritative and pratical handbook, it teaches the reader through worked examples and case studies.