Sale!

Interest Rate Markets: A Practical Approach to Fixed Income

Amazon.com Price:  $49.32 (as of 08/05/2019 17:28 PST- Details)

Description

How to build a framework for forecasting interest rate market movements

With trillions of dollars worth of trades conducted annually in everything from U.S. Treasury bonds to mortgage-backed securities, the U.S. interest rate market is likely one of the largest fixed income markets on this planet.

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 and quantitatively managing risks inherent in interest rate trades
  • Details the common trades which can be utilized by investors to take views on interest rates in an efficient manner, the methods used to correctly set up these trades, in addition to common pitfalls and risks?providing examples from previous market stress events such as 2008
  • Includes exclusive get entry to to the Interest Rate Markets Web site which includes commonly used calculations and trade construction methods

Interest Rate Markets helps readers to be mindful the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, reasonably than specializing in mathematical models

Home » Shop » Books » Subjects » Business and Money » Investing » Bonds » Interest Rate Markets: A Practical Approach to Fixed Income

Recent Products