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Book Synopsis This book explains both the basic and advanced principles of pricing swaps and their hedge applications. Chapters describe pricing methods, swaps valuation, dealing with interest rate exposure, developing trading strategies and their application in portfolio management. Lucid clearly structured with extensive use of worked examples.

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Author : Paul Miron Pages : 245 pages Publisher : Euromoney 1992-06 Language : English ISBN-10 : 185564052X ISBN-13 : 9781855640528