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Pricing and Hedging Swaps Paperback – Dec 1991


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Product details

  • Paperback: 245 pages
  • Publisher: Euromoney Institutional Investor PLC (Dec. 1991)
  • Language: English
  • ISBN-10: 185564052X
  • ISBN-13: 978-1855640528
  • Product Dimensions: 1.9 x 21.6 x 29.8 cm
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (2 customer reviews)
  • Amazon Bestsellers Rank: 2,989,428 in Books (See Top 100 in Books)
  • See Complete Table of Contents

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Most Helpful Customer Reviews

Format: 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.
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3 of 5 people found the following review helpful By Paul Beerkens on 17 Dec. 2004
Format: 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: 8 reviews
3 of 3 people found the following review helpful
The best book ever on swaps 2 July 1999
By A Customer - Published on Amazon.com
Format: 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
a serious review 19 July 2003
By GP West FMA - Published on Amazon.com
Format: 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
Capitalism brought to life in Technicolor. 17 Oct. 2001
By Karl Marx - Published on Amazon.com
Format: 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.
Best Book Ever!!!!!!! 11 Oct. 2001
By A Customer - Published on Amazon.com
Format: Paperback
This book has changed my life and my approach to every facet of my existence. It takes the complex and lethal world of financial derivatives and explains it in the language spoken by the common man. I would recommend this book to anyone working in the interest rate sector as it is treated as a bible in the industry.
1 of 2 people found the following review helpful
This book is Proper 20 Jun. 2002
By "lizardking69" - Published on Amazon.com
Format: Paperback
In all my years of experience, I have never encountered a more helpful book in understanding the financial derivatives. Having gone countless rounds with the market in the past, I can safely say that everyone can use something like this in his/her corner. Dodging blows, keeping loose and flexible and countering with devastating shots are all fundamental in success in this business and Mr. Miron comes through with a training program that is second to none. I think that it is interesting to note that the authors are not focused on just finance and have interests completely outside of banking. As a matter of fact, I have had the pleasure to Mr. Miron and have actually heard him play in a band years ago. I must say that the man plays a mean guitar.
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