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- Interest Rate Swaps
Interest Rate Swaps
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Praise for Interest Rate Swaps and Their Derivatives
"This is it! I have been looking for a practitioner's guide to interest rate derivatives for over ten years! Most 'new joiners' on Wall Street only gain this knowledge over years of apprenticeship with seasoned professionals. In his book, Amir Sadr explains not only the math behind the products, but the street lingo and, most importantly, the mechanics of everything from overnight repos to Bermudans."
--George Nunn, Head of Fixed Income Structuring, Americas, BNP Paribas
"Dr. Sadr has produced a single, comprehensive guide to the interest rate swap market. Bank dealers and corporate risk professionals already active in this market will find the book to be one of the best trading floor reference guides out there. Students who want the real-world insights of a seasoned professional will also discover Dr. Sadr's book to be an invaluable resource."
--Morris Sachs, Chief Risk Officer, 5:15 Capital
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