Interest Rate Markets + Web site a Practical Approach to Fixed Income
How to build a framework for forecasting interest rate market movements. With trillions of dollars worth of trades conducted every year in everything from U.S. Treasury bonds to mortgage-backed securities, the U.S. interest rate market is one of the largest fixed income markets in the world. Interes...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
John Wiley & Sons
2011.
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| Colección: | EBSCO Academic eBook Collection Complete.
Wiley Trading. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b31229050*spi |
| Sumario: | How to build a framework for forecasting interest rate market movements. With trillions of dollars worth of trades conducted every year in everything from U.S. Treasury bonds to mortgage-backed securities, the U.S. interest rate market is one of the largest fixed income markets in the world. Interest Rate Markets: A Practical Approach to Fixed Income details the typical quantitative tools used to analyze rates markets; the range of fixed income products on the cash side; interest rate movements; and, the derivatives side of the business.: Emphasizes the importance of hedging and quantitatively. |
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| Notas: | Interest Rate Markets; Contents; Acknowledgments; Introduction; CHAPTER 1 Tools of the Trade; CHAPTER 2 Bonds; CHAPTER 3 Fixed Income Markets; CHAPTER 4 Interest Rate Futures; CHAPTER 5 Interest Rate Swaps; CHAPTER 6 Understanding Drivers of Interest Rates; CHAPTER 7 Carry and Relative Value Trades; CHAPTER 8 Hedging Risks in Interest Rate Products; CHAPTER 9 Trading Swap Spreads; CHAPTER 10 Interest Rate Options and Trading Volatility; CHAPTER 11 Treasury Futures Basis and Rolls; CHAPTER 12 Conditional Trades; References; About the Author; About the Web Site; Index. |
| Descripción Física: | 366 p. |
| Formato: | Forma de acceso: World Wide Web. |
| ISBN: | 9781118017777 |
