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Derivatives: A Practitioners Guide
Euromoney Trading Ltd, March 1995, Pages: 479
Following the success of the epic Financial Engineer, this abridged 350-page version contains a detailed yet accessible analysis of the more complex derivative products, practices and controls.
Extensive coverage of quantos, pricing rates, quantity adjusting, yield calculations, swap windows and spreadlocks.
Author/Editor: Parekh, Naru
Book Type: Paperback
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