Documents Pricing and hedging swaps

1. PRICING AND HEDGING SWAPS by Paul Miron and Philip Swannell Published by Euromoney Books 2. Published by Euromoney Publications PLC Nestor House, Playhouse Yard London…

Economy & Finance Using Swaptions in an LDI Framework

1.Teach-In Using Swaptions in an LDI Framework 05 December 2012Dan Mikulskis (Redington)Alex Soulsby (F&C)12. Teach-In Using Swaptions in an LDI Framework 05 December…