Looking for this swaps book by J. H. M. Darbyshire
Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps, I'm going to start trading interest rates swaps on the desk, looking for something more practical - heard this is a highly touted book, any links or reviews?
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Just buy a physical copy - it’s more than worth the 80 dollars
yeah that's the plan now - I tend to like PDFs because it gives me a chance to annotate and put some thoughts on the margins
Would you recommend it even if not incoming analyst but only incoming summer (interested in rates trading)?
from what I am hearing, it's a real good book
I'm not so much interested in the theory, more the practical application and how it translates over to a trading environment. The author looks to have worked for a good amount of time in the linear rates space and I believe the non-linear too, for good European banks.
Have you tried Anna’s archive?
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