Currency and Interest Rate Hedging: A User's Guide to Options, Futures, Swaps, and Forward Contracts (New York Institute of Finance, Second Edition) [Hardcover]

Torben Juul Andersen (Author)

Book Description

Series: New York Institute of Finance | Publication Date: October 1993

This is an updated and revised guide to currency and interest-rate hedging strategies and the conditions under which they can be used effectively. Taking into account market developments, it features chapters on interest-rate and currency swaps, as well as comparitive analysis. The text also discusses instruments such as CAPs, LEAPs, FLEXes, par forwards, range forwards, cylinder options, FSAs, scale down floors, captions, swaptions and a variety of product enhancements.

Product Details

• Hardcover: 400 pages
• Publisher: Prentice Hall Trade; 2 Sub edition (October 1993)
• Language: English
• ISBN-10: 0132261014
• ISBN-13: 978-0132261012
• Product Dimensions: 9.1 x 6.1 x 1.4 inches
• Shipping Weight: 1.7 pounds
• Average Customer Review: 4.5 out of 5 stars  See all reviews (2 customer reviews)
• Amazon Best Sellers Rank: #2,250,466 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

8 of 8 people found the following review helpful:

4.0 out of 5 stars perfect for practical use, August 17, 2000

By 

Student - See all my reviews

This review is from: Currency and Interest Rate Hedging: A User's Guide to Options, Futures, Swaps, and Forward Contracts (New York Institute of Finance, Second Edition) (Hardcover)

I consider the book a perfect guide written by a professional for professionals. If you are looking for scientific completeness and complication, go somewhere else. If you are looking for a competent down-to-earth reference, this is your book. I wonder when the third edition of this valuable tool will be published.

5.0 out of 5 stars excellent non-mathematical primer, September 21, 2003

By A Customer

This review is from: Currency and Interest Rate Hedging: A User's Guide to Options, Futures, Swaps, and Forward Contracts (New York Institute of Finance, Second Edition) (Hardcover)

I work in the securities industry, and this book accurately described the markets and products without the detailed mathematics. I would recommend this book as a first reading before the Hull and White book which is much more mathematical.

Too bad it's out of print. I'd like everyone in my group to have a copy.