Interest rate markets 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. Interest...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
Wiley
2011.
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| Edición: | 1st edition |
| Colección: | Wiley trading series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627816406719 |
Tabla de Contenidos:
- 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
