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Interest Rate Swaps and Their Derivatives: A Practitioner's Guide by AMIR SADR

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About the Author
Amir Sadr received his Ph.D. in 1990 from Cornell University with thesis work on the Foundations of Probability Theory. After working at AT&T Bell Laboratories until 1993, he started his Wall Street career at Morgan Stanley, initially as a Vice President in Quantitative Modeling and development of exotic interest rate models, and later on as an exotics trader in Derivative Product Group. He founded Panalytix, Inc., in 1997 to develop financial software for pricing and risk management of interest-rate derivatives. In 2001, he joined Greenwich Capital as Managing Director for proprietary trading. He joined HSBC in 2005 as Senior Trader in charge of CAD exotics and USD inflation trading. His latest role was the COO of Brevan Howard US Asset Management in Connecticut.

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