Swaps and Financial Derivatives

Swaps/ Financial Derivatives - Third Edition is a unique, authoritative and comprehensive reference work for practitioners on derivatives. It brings together all aspects of derivative instruments within a cohesive and integrated framework covering: * Derivative instruments including exchange-traded markets and over-the-counter markets * Pricing, valuation and trading/hedging of derivatives. * Management of market, credit and other risk associated with derivatives trading. * Documentation, accounting, taxation and regulatory aspects of derivatives. * Applications of derivatives. * Derivative structures including synthetic asset structures using derivatives, exotic options, interest rate/ currency, equity, commodity (energy, metals and agricultural), credit and new derivative markets (insurance, weather, inflation/ macro-economic indicators, property and emissions) Key Features of Swaps/ Financial Derivatives include: * Unparalleled up-to-date coverage of derivative markets in all asset classes. * Written by experienced practitioner. * Practical approach using actual transactions that are analysed to illustrate the structure, application, pricing, hedging and risk management of individual instruments. * Four volumes; 4,500 pages; * Hundreds of Exhibits and diagrams * Detailed Index and extensive references