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Derivatives Engineering: A Guide to Structuring Pricing and Marketing Derivatives

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Drawn from substantial research and practice, Derivatives Engineering represents the first comprehensive handbook on the structuring, pricing and marketing of derivatives. Focusing on the instruments most commonly traded, including characteristics, trading and portfolio management, this reference guide reviews the financial techniques used by financial services firms in the booming derivatives markets, including discussion on: Popular instruments such as swaps, futures, options and swaptions; Currently applicable financing ...

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