Swaps and other derivatives, Richard Flavell

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Swap is one of the most fundamental interest rate derivatives in capital markets.From simple to complex, the author explained various kinds of swaps to the reader using many pratical examples.
A very good book especially who want to study mathematical finance with little related backgrounds.


Based on the author’s extensive experience in derivatives and risk management, working as a financial engineer, consultant and trainer for a wide range of institutions across the world this book discusses in detail how many of the wide range of swaps and other derivatives, such as yield curve, index amortisers, inflation-linked, cross-market, volatility, diff and quanto diffs, are priced and hedged. It also describes the modelling of interest rate curves, and the derivation of implied discount factors from both interest rate swap curves, and cross-currency adjusted curves.




Swaps_and_Other_Derivatives__The_Wiley_Finance_Series_.pdf (28.37 MB, 需要: 10 个论坛币)

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swaps and other derivatives
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关键词：derivatives Derivative Richard Other Swaps especially experience management explained extensive

Is this second edition or first edition?

I will buy if it is the second edition.  publishing date in 2010.

Thanks

淘宝网电子版卖22元人民币， 第二版：

http://item.taobao.com/item.htm? ... &id=17906115085

second edition or first edition?
Please let me know.
Thanks

too expensive

顶一下

https://bbs.pinggu.org/thread-1560182-1-1.html 5论坛币

ding................

thanks

have a look