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

• Autore: Jha Siddhartha <1984->
• Pubblicazione: Hoboken, N.J., : Wiley, 2011
• Edizione: 1st edition
• Descrizione fisica: 1 online resource (366 p.)
• Disciplina: 332.63/2044; 332.632044
• Soggetto topico: Bonds; Fixed-income securities; Interest rates
• Classificazione: BUS036000
• 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
• Titolo autorizzato: Interest rate markets
• ISBN: 1-119-20094-6; 1-283-02663-5; 9786613026637; 1-118-01777-3
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910139456603321
• Lo trovi qui: Univ. Federico II
• Serie: Wiley trading series.