Pricing and Trading Interest Rate Derivatives
A Practical Guide to Swaps
J. Hamish M. Darbyshire · 2022 · Aitch & Dee
A swaps trader’s bridge from curve building to book management: plain-vanilla and cross-currency IR swaps, risk, funding/CSA colour, and the distance between classroom models and how desks actually work. Third-edition material includes practical Python illustrations alongside the narrative.
- Derivatives
- Fixed income
- Interest rates