1.

Record Nr.

UNINA9910139456603321

Autore

Jha Siddhartha <1984->

Titolo

Interest rate markets [[electronic resource] ] : a practical approach to fixed income / / Siddhartha Jha

Pubbl/distr/stampa

Hoboken, N.J., : Wiley, 2011

ISBN

1-119-20094-6

1-283-02663-5

9786613026637

1-118-01777-3

Edizione

[1st edition]

Descrizione fisica

1 online resource (366 p.)

Collana

Wiley trading series

Classificazione

BUS036000

Disciplina

332.63/2044

332.632044

Soggetti

Bonds

Fixed-income securities

Interest rates

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

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

Sommario/riassunto

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