- Paperback: 245 pages
- Publisher: Euromoney Institutional Investor PLC; illustrated edition edition (Dec 1991)
- Language English
- ISBN-10: 185564052X
- ISBN-13: 978-1855640528
- Product Dimensions: 29.6 x 21 x 1.8 cm
- Average Customer Review: 5.0 out of 5 stars See all reviews (2 customer reviews)
- Amazon Bestsellers Rank: 709,005 in Books (See Top 100 in Books)
- See Complete Table of Contents
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Product Description
Book Description
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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Most Helpful Customer Reviews
5.0 out of 5 stars
best there is, but, ...,
This review is from: Pricing and Hedging Swaps (Paperback)
This is a great introduction to swaps, the swap market, pricing, hedging etc etc. Forget Hull and bin Wilmott get this book some how from some where, as it is the best book you'll find on the subject. There is only one problem and that is it needs updating to account for the euro, decimalisation of sterling and more recent developments (e.g. OIS discounting) but that really is only a very minor issue as the underlying concepts and maths have not changed.
3 of 5 people found the following review helpful:
5.0 out of 5 stars
Best Swaps book,
By
This review is from: Pricing and Hedging Swaps (Paperback)
This is the best book I have ever seen on swap pricing and valuation. It explains the subject in great detail without dazzling you with complicated maths. A must have for every person learning about swaps.
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Most Helpful Customer Reviews on Amazon.com (beta) Amazon.com:
5.0 out of 5 stars (8 customer reviews) 3 of 3 people found the following review helpful:
5.0 out of 5 stars
The best book ever on swaps,
By A Customer - Published on Amazon.com
This review is from: Pricing and Hedging Swaps (Paperback)
Paul Miron and Phillip Swannell have written a book that will remain a classic for many years to come. I used this book in the summer of 1999 for a graduate independent study course at SUNY Buffalo. The authors provide an authoritative presentation of material that is rather demanding. In chapter 8, in which the "major and minor Greeks" are discussed, they use linear-algebra and calculus. Even at that level, the book is still readable. The most important chapters are 5, 6, 7, and chapters 9 to 11, including Appendixes. The only complaint I have about this book- and most books in the field of fixed income derivatives- is that the authors do not include a computer disk for all the models they discuss. The absence of a disc makes practical application time-consuming and difficult. Other than that, the book gets two thumbs up. 3 of 3 people found the following review helpful:
5.0 out of 5 stars
a serious review,
By GP West FMA - Published on Amazon.com
This review is from: Pricing and Hedging Swaps (Paperback)
This book is indeed very well written and very thorough. It is aimed at people that are not super-league mathematicians, but the finance market participant who has the maths/physics superstar background won't find the presentation annoying. I am finding it especially useful in building curves for markets that I do not have first hand knowledge of.The problem, of course, is the price. Out of stock at the moment, but when it is in, it costs [$$$]. This is completely outrageous for a book which has not been updated, and is entirely latex produced. In other words, the publishers would have got PHOTO READY print from the authors - no colour diagrams or anything. I think [$$$] would be a reasonable price for the publishers to mark it at. ... 4 of 6 people found the following review helpful:
5.0 out of 5 stars
Capitalism brought to life in Technicolor.,
By Karl Marx - Published on Amazon.com
This review is from: Pricing and Hedging Swaps (Paperback)
Economic theory being a sort of hobby of mine, I couldn't help but notice this particular work. I have written a book myself of which I was quite proud, but this one just blew me out of my grave. I think that after reading this brilliantly written piece that I am completely turned around on the issue of economics. Perhaps flinging around finicncial derivatives is the way forward.My only complaint is that the copy that I read was a photocopy. I find this distressing that there are so many photocopies of the work in circulation. As a distinguished writer myself, I, too, know the pains of not earning the residuals that are most deserved. |
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