Pink Iguana

Home » Uncategorized » Market Conventions 2013

Market Conventions 2013


Open Gamma, Interest Rate Instruments and Market Conventions Guide, 2013, here.

This booklet is about finance and more precisely about interest rate derivatives. Nevertheless, it contains no models, no numerical methods and nothing new. It contains what everybody is supposed to know when they first start working in the industry: the habits, standards, conventions and all unsaid details regarding those instruments. Everybody is supposed to know about them but, to our knowledge and despair, they are not available in one unique, easily accessible document.


Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

%d bloggers like this: