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Description of  Swaps and Other Derivatives, 2nd Edition

The swaps market is a central market to many businesses, especially among the most liquid of financial contracts. Fully revised and updated from the first edition, Swaps and Other Derivatives offers a new insight on the growth of swaps markets worldwide. Additionally, this reference provides new chapters on FRA curve, asset packaging, theory of hedging, swapping structured securities, ValueatRisk, convexity adjustments, and the impact of Credit Derivatives. Including a CD with practical examples and working simulations, this resource guides finance practitioners on the pricing and hedging of swaps.