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...
| Основен автор: | Jha, Siddhartha. |
|---|---|
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Hoboken :
John Wiley & Sons,
2011.
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| Серия: |
Wiley trading.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=357554 |
| Подобни документи: |
Print version::
Interest Rate Markets + Web site : A Practical Approach to Fixed Income. |
Съдържание:
- 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.