currency-swaps

Book reviews for "currency-swaps" sorted by average review score:

Interest Rate and Currency Swaps: A Tutorial

Published in Paperback by Association for Investment Management & Research (January, 1996)

Authors: Keith Cates Brown, Donald J. Smith, and Institute of Chartered Financial Analysts Research Foundation

Amazon base price: $29.95
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Average review score:

Currency and Interest Rate Hedging: A User's Guide to Options, Futures, Swaps, & Forward Contracts

Published in Hardcover by Prentice Hall Trade (November, 1993)

Authors: Torben Juul Andersen and Torben Juul Anderson

Amazon base price: $49.95
Used price: $45.00

Average review score:

perfect for practical use

I consider the book a perfect guide written by a professional for professionals. If you are looking for scientific completeness and complication, go somewhere else. If you are looking for a competent down-to-earth reference, this is your book. I wonder when the third edition of this valuable tool will be published.

excellent non-mathematical primer

I work in the securities industry, and this book accurately described the markets and products without the detailed mathematics. I would recommend this book as a first reading before the Hull and White book which is much more mathematical.

Too bad it's out of print. I'd like everyone in my group to have a copy.

Advance Interest Rate and Currency Swaps: State-of-the-Art Products, Strategies & Risk Management Applications

Published in Hardcover by McGraw-Hill Trade (01 June, 1993)

Authors: Ravi E. Dattatreya and Kensuke Hotta

Amazon base price: $46.15
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Average review score:

Informative

This book is a good review of the subject. Regards, Jerry Green, Green Interest Rate Swap Management, http://home.earthlink.net/~green/