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Record Nr. |
UNINA9910139456603321 |
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Autore |
Jha Siddhartha <1984-> |
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Titolo |
Interest rate markets [[electronic resource] ] : a practical approach to fixed income / / Siddhartha Jha |
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Pubbl/distr/stampa |
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Hoboken, N.J., : Wiley, 2011 |
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ISBN |
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1-119-20094-6 |
1-283-02663-5 |
9786613026637 |
1-118-01777-3 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (366 p.) |
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Collana |
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Classificazione |
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Disciplina |
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Soggetti |
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Bonds |
Fixed-income securities |
Interest rates |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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 |
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Sommario/riassunto |
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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. |
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