Description
"Jack Marshall and Ken Kapner have done a superb job of providing acomplete, easy-to-read primer to derivative products. Using clearlanguage and concise examples, it lays out the world of swaps forthe practitioner, student, accountant, lawyer or regulator." RobertJ. Schwartz EUP and Chief Operating Officer Mitsubishi CapitalMarkets, Inc.
"Marshall and Kapner have produced an exceptionally cogentdescription and analysis of the swaps market along with itsessential technical and theoretical underpinnings. This book shouldbe number one on the reading list for any student or practitionerof contemporary financial techniques." J. Michael Payte SeniorManaging Director Bear Sterns & Co., Inc.
"Understanding Swaps details the complete world of swaps: thebasics (interest rate and currency swaps), the vogue (equity andcommodity swaps), and the future (macroeconomic swaps). Indeed,Understanding Swaps is the book I would recommend to someone for acomprehensive and very readable primer on swaps." Carolyn JacksonFirst Vice President Banque Indosuez
About the Author
JOHN F. MARSHALL is Senior Partner of Marshall & Associates, aNew York-based financial engineering and consulting firm. He iswidely known for his introduction of new swap derivatives andwidely used futures portfolio models. He is a professor of financeat St. John?s University, and serves as Executive Director of theInternational Association of Financial Engineers. He is the authorof Financial Engineering: A Guide to the Development and Use ofDerivative Products and coauthor, along with Kenneth Kapner, ofThe Swaps Handbook: Swaps and Related Risk ManagementInstrument.
KENNETH R. KAPNER is Treasury Training Manager for The Hong Kongand Shanghai Banking Corporation Limited. A frequent user of swapsfor the hedging of his bank?s positions, he has extensive tradingexperience in both the foreign exchange and money markets.
Book Information
ISBN 9780471308270
Author John F. Marshall
Format Hardback
Page Count 288
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 590g
Dimensions(mm) 245mm * 161mm * 25mm