Alex Brummer traces the course of the recent financial crisis from its origins in the U.S. subprime market to its explosion onto the international scene, and reveals the potentially disastrous path down which w…

This book explains both the basic and advanced principles of pricing swaps and their hedge applications. Chapters describe pricing methods, swaps valuation, dealing with interest rate exposure, developing tradi…

How do you bring real world scenarios into your course? Or would you like to? Business Snapshots (about 60 in total, found in almost all chapters)—Carefully thought out and integrated into the main material …