tradinginterestrates.com

The Pricing and Trading of Interest Rate Derivatives

A financial textbook for the pricing and trading of linear interest rate derivatives. This is a practical guide for swaps. Topics included; FRAs, zero coupon swaps, futures, curves, cross-currency swaps, delta risk, gamma risk, value at risk VaR, principal component analysis PCA.
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PAGE TITLE

The Pricing and Trading of Interest Rate Derivatives

DESCRIPTION

A financial textbook for the pricing and trading of linear interest rate derivatives. This is a practical guide for swaps. Topics included; FRAs, zero coupon swaps, futures, curves, cross-currency swaps, delta risk, gamma risk, value at risk VaR, principal component analysis PCA.

CONTENT

This website had the following on the site, "The PRICING and TRADING of Interest Rate Derivatives." We viewed that the web site said " A Practical Guide to Swaps." It also said " By J H M Darbyshire. SOME OF THE READERS COMMENTS. Head of Sterling IRS Broking, ICAP Plc. Head of Sterling Rates Trading, HSBC Plc."

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