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Interest Rate Swaps and Other Derivatives resources

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Acknowledgments My thanks go to Charles Jones for providing me with an introduction to Myles Thompson at Columbia University Press. After our first hour-long discussion about the concept of this book, Myles decided we needed to have another discussion on the very same day. His passion for this book has been both inspirational and flattering, and he has been a terrific partner in its production. Bridget Flannery-McCoy has provided both patient and careful editorial assistance. She and others on the staff of Columbia University Press helped make this book possible. At Westchester Book Group I am grateful to Susan Baker, Lyndee Stalter, and the staff for their friendly and thor- ough help, and Susan Badger for her superb copy editing. Special thanks to Lawrence Shire (one of the best pitchers I know) and Jonathan Ehrlich for always steering me in the right direction. Although they did not contribute directly to the book itself, the following people helped to further my understanding of many of its topics: J. Richard Blewitt, Russell Church, Bill Demchak, Dana Erwin, Sean Kavanagh, Richard Leibovitch, Bill Parsley, Glenn Weinstein, and especially Stephen Blyth. Stephen has a unique ability to explain complex concepts in an intuitive and easy-to-understand manner that has greatly influenced the way in which I have presented some of the material here. In particular, the exposition on convexity adjustments in Chapter 6 is based largely on discussions I have had with Stephen over the years. I appreciate his sharing some of his many insights with me.

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