Swaps and Other Instruments focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built. The book also covers options and interest rates as they relate to swaps, as they are often traded together. The book will include coverage of all the latest swaps including credit, commodity and equity swaps. Exercises and simulations are also provided on an accompanying CD ROM, including Excel spreadsheets enabling the reader to simulate and build their own spreadsheet models.

Preface and Acknowledgements.

Introduction.

Short-term Interest Rate Swaps.

Generic Interest Rate Swaps.

The Pricing and Valuation of Non-generic Swaps.

More Complex Swaps.

Cross-currency Swaps.

Interest Rate OTC Options.

Traditional Market
  Risk
  Management.

Imperfect Risk Management.

Index.
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