03150nam 2200709Ia 450 991013945660332120200520144314.01-119-20094-61-283-02663-597866130266371-118-01777-3(CKB)2550000000031597(EBL)661463(OCoLC)730046972(SSID)ssj0000518537(PQKBManifestationID)11329505(PQKBTitleCode)TC0000518537(PQKBWorkID)10494058(PQKB)11475927(WaSeSS)Ind00023037(Au-PeEL)EBL661463(CaPaEBR)ebr10449748(CaONFJC)MIL302663(OCoLC)715159633(CaSebORM)9781118017791(MiAaPQ)EBC661463(EXLCZ)99255000000003159720101012d2011 uy 0engur|n|---|||||txtccrInterest rate markets[electronic resource] a practical approach to fixed income /Siddhartha Jha1st editionHoboken, N.J. Wiley20111 online resource (366 p.)Wiley trading seriesDescription based upon print version of record.1-118-01779-X 0-470-93220-1 Includes bibliographical references and index.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; IndexHow 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 anWiley trading series.BondsFixed-income securitiesInterest ratesBonds.Fixed-income securities.Interest rates.332.63/2044332.632044BUS036000bisacshJha Siddhartha1984-989922MiAaPQMiAaPQMiAaPQBOOK9910139456603321Interest rate markets2264199UNINA