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"Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare comb
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A new and updated edition of the most readable, comprehensive text available on derivatives markets. Utilizes an even more applied approach than previous editio
Discriminatory Pricing of Over-the-Counter Derivatives
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New regulatory data reveal extensive price discrimination against non-financial clients in the FX derivatives market. The client at the 90th percentile pays an