Interest Rate Markets + Web site : a Practical Approach to Fixed Income.

By:

Jha, Siddhartha

Material type: Text

TextSeries: Wiley tradingPublication details: Hoboken : John Wiley & Sons, 2011.Description: 1 online resource (366 pages)Content type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781118017777
1118017773
9781118017791
111801779X

Subject(s):

Genre/Form:

Additional physical formats: Print version:: Interest Rate Markets + Web site : A Practical Approach to Fixed Income.DDC classification:

332.632044

LOC classification:

HG1621 .J43 2011eb

Online resources:

Click here to access online

Contents:

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.

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 and quantitatively.

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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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