How to build a framework for forecasting interest rate market movements With trillions of dollars worth of trades conducted every year in everything from U.S. T

The first swap was executed over thirty years ago. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal dir

How to build a framework for forecasting interest rate market movements With trillions of dollars worth of trades conducted every year in everything from U.S. T

An up-to-date look at the evolution of interest rate swaps and derivatives Interest Rate Swaps and Derivatives bridges the gap between the theory of these instr

This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and po