Informal interview - help needed - swaps

I managed to get a meeting in with a senior partner/ED at a bulge bracket bank in a highly sought-after team.

Can someone recommend me a book or two on IR swaps? I know the basics from cfa L2 but I really want to master it - might seem like a bit of an overkill for a casual chat but the last thing I want is to loose the opportunity to impress him because I didn’t study the topic properly.

Appreciate your help in advance.

PS: Any swap traders out here?

i suggest you check out the level 3 derivatives reading on swap;

and if you really want to get into it and have lots of time on your hands, check this one out:

http://www.amazon.com/Interest-Derivatives-Columbia-Business-Publishing/dp/0231159641

Good luck shootforthestars! I’m sure you’ll do great.

I have about a week - so I guess I’ll start with L3 swaps tonight, then checkout the book. Thanks

Thanks Gurifissu - I hope it leads to something bigger and interesting :slight_smile: