Future Markets: Theory and Practice is the first of the two books written by the on Futures, Options and Swaps, and covers forward and futures contracts. The second book would cover options and swa…
Here, in one complete volume, are all the latest, most effective strategies and guidelines--as practiced by many of the nation's top corporate financial officers--on how to develop and manage a suc…
In little more than a decade, the interest rate swap market has grown from zero to a phenomenal size of nearly $4 trillion. Corporate users in virtually all segments of the economy now find swaps t…
The modelling of exotic interest-rate options is such an important and fast-moving area, that the updating of the extremely successful first edition has been eagerly awaited. This edition re-focuse…
This book demonstrates how to join the ranks of successful companies which routinely use risk protection products to manage more effectively their asset liability and to tap worldwide commercial ma…
Dramatic changes in foreign exchange rates between the major international currencies, along with extreme pressures on the European Monetary System, have made the hedging of currency and interest r…
This is a guide to currency and interest-rate hedging strategies and the conditions under which they can be used effectively. Taking into account market developments, it features chapters on intere…
Written from the practitioner's point-of-view, this book provides a comprehensive treatment of financial market risk exposure & its impact on the value of the firm. Readers will find detailed, prac…