Interest rate markets : a practical approach to fixed income / Siddhartha Jha.

Format:

Book

Author/Creator:

Jha, Siddhartha, 1984-

Series:

Wiley trading series.

Wiley trading series

Language:

English

Subjects (All):

Bonds.

Fixed-income securities.

Interest rates.

Physical Description:

1 online resource (366 p.)

Edition:

1st edition

Place of Publication:

Hoboken, N.J. : Wiley, 2011.

Language Note:

English

System Details:

text file

Summary:

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 an

Contents:

Interest RateMarkets; 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

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9786613026637

9781119200949

1119200946

9781283026635

1283026635

9781118017777

1118017773

OCLC:

730046972