Swaps and Other Instruments (With CD-ROM)
Author: Richard Flavell
List Price: $89.95
Our Price: Click to see the latest and low price
ISBN: 0471495891
Publisher: John Wiley & Sons (15 June, 2002)
Sales Rank: 52,999
Average Customer Rating: 5 out of 5
Customer Reviews
Rating: 5 out of 5
Excellent field guide
This is definitely the best book in the market for Swaps and related derivatives. The level of detail is extraordinary in comparision with other available books. Leaves very little gaps which means it is easy to apply the knowledge in practical situations.Most books lean either towards the technical/quantitative side or the financial business side. Richard Flavell's books is a much-needed well rounded book on the issue. Definitely a much better book than Satyajit Das/Fabozzi books.
I wish Richard Flavell would write more. If you're buying one book on Swaps and related OTC derivatives, its got to be this one!
Rating: 5 out of 5
Flavell's book find the right balance
Whilst I have only read the first 100 pages or so of Favell's book so far, my impression is very favourable. This is simply an excellent book that finds the perfect middle ground between academic texts and introductory works, both of which usually leave out practical market issues such as day count conventions, business day adjustments, rounding rules, interpolation concerns, available market data etcAs a quant working for financial software company finding the detailed information required to write documentation to drive software development is often difficult. This book supplies the level of detail needed, and also contains excellent descriptions of different pricing methodologies for interest rate swaps.
Later chatpers on risk management and pricing of other derivatives look equally impressive, and I look forward to reading them.
This is the best book on swaps that I seen so far; a definite improvement on Das in my opinion.
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Book Index