{"product_id":"pricing-and-trading-interest-rate-j-hamish-m-darbyshire-9780995455528","title":"Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps","description":"\u003cp\u003e\u003ci\u003e\u003cb\u003eThere is a newer edition of this book available (3rd Edition: 7 August 2022) !!\u003c\/b\u003e\u003c\/i\u003e \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003eWritten by a practicing derivatives portfolio manager with over fifteen years of fixed income trading experience, this book focuses on core trading concepts; pricing, curve building (single and multi-currency), risk, credit and CSAs, regulations, VaR and PCA, volatility, cross-gamma, trade strategy analysis and market moving influences.\u003cp\u003eThe book's focus is interest rate swaps and cross-currency swaps. Topics are presented from that perspective, outlining the importance of regulations in an IRD capacity, with volatility and swaptions taught from a practical point of view rather than an overly cumbersome academic one.\u003c\/p\u003e\u003cp\u003eThe treatment of risk is expansive and thorough. The author formally analyses modern market-maker techniques to accurately predict PnL, and successfully implement multiple, consistent perspectives to view all details of risks.\u003c\/p\u003e\u003cp\u003eAlmost everything included here is compulsory knowledge for a modern, successful, swaps trader or interest rate risk portfolio manager. Certainly this book sets the benchmark for the level of expertise that swaps traders should strive for, and the style is aimed at the novice and professional alike.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e J. Hamish M. Darbyshire\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 099545552X\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9780995455528\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Aitch \u0026amp; Dee Limited\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 05\/17\/2017\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 412\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.44lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.61h x 6.69w x 0.84d","brand":"J. Hamish M. Darbyshire","offers":[{"title":"Paperback","offer_id":44048787079423,"sku":"9780995455528","price":69.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_11f1213c-5345-4b87-a58a-4754d16e7df1.jpg?v=1684997826","url":"https:\/\/www.whiterainbookhouse.com\/products\/pricing-and-trading-interest-rate-j-hamish-m-darbyshire-9780995455528","provider":"WR Book House","version":"1.0","type":"link"}