Swaps/ Financial Derivatives - Third Edition is a unique, authoritative and comprehensive reference work for practitioners on derivatives. It brings together all aspects of derivative instruments within a cohesive and integrated framework covering:
- Derivative instruments including exchange-traded markets and over-the-counter markets
- Pricing, valuation and trading/hedging of derivatives.
- Management of market, credit and other risk associated with derivatives trading.
- Documentation, accounting, taxation and regulatory aspects of derivatives.
- Applications of derivatives.
- Derivative structures including synthetic asset structures using derivatives, exotic options, interest rate/ currency, equity, commodity (energy, metals and agricultural), credit and new derivative markets (insurance, weather, inflation/ macro-economic indicators, property and emissions)
Key Features of Swaps/ Financial Derivatives include:
- Unparalleled up-to-date coverage of derivative markets in all asset classes.
- Written by experienced practitioner.
- Practical approach using actual transactions that are analysed to illustrate the structure, application, pricing, hedging and risk management of individual instruments.
- Four volumes; 4,500 pages;
- Hundreds of Exhibits and diagrams
- Detailed Index and extensive references