Interest Rate Markets: A Practical Approach to Fixed Income

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9780470932209: Interest Rate Markets: A Practical Approach to Fixed Income

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

Interest Rate Markets helps readers to understand the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, rather than focusing on mathematical models

"Sinopsis" puede pertenecer a otra edición de este libro.

From the Inside Flap:

With trades worth trillions of dollars annually, the U.S. interest rate markets are some of the largest and most important markets in the world. These markets attract a wide variety of participants, from individuals and corporations to governments, and offer numerous financial instruments that include bonds, swaps, futures, and options. Each of these instruments requires careful understanding of unique risks.

Growing out of the author's experience as a fixed income strategist, Interest Rate Markets equips the reader with the knowledge and tools needed to rationally assess those risks for informed investment decisions. Toward this end, the book discusses the structural drivers and the main players of fixed income markets; explains how to understand and forecast the yield curve and spreads; and elaborates on the trades in cash and derivative products. To develop a complete picture of fixed income space, it analyzes rate options and volatility trading.

A detailed primer, Interest Rate Markets starts from the first principles to acquaint newcomers with interest rate products, mathematical tools, and intuitive understanding of market concepts. It then expands upon these basics and provides an in-depth understanding of the drivers of rates markets and interest rate volatility. The experienced professional will find this book an indispensable resource on trading, hedging, and market indicators. Seasoned professionals and novices alike will also find value on the companion website, including example sets, commonly used calculations, and trade construction methods.

From the Back Cover:

An indispensable tool of the trade

Written by a leading fixed-income market strategist, Interest Rate Markets provides you with a comprehensive framework for forecasting interest rates and thinking critically about fixed income trading. Siddhartha Jha draws upon his experience as a fixed income strategist at a top-tier investment bank to offer both seasoned professionals and newcomers a deep understanding of opportunities and risks in interest rate markets. Common mathematical models and statistical tools are blended with intuitive ideas to predict yield curve movements and to discover effective trades.

Concise yet thorough, Interest Rate Markets provides:

  • Quantitative tools for valuing and assessing financial market risks

  • Practical insights into rates products, including bonds and derivatives

  • Dynamic approaches to understanding interest rates and related variables such as swap spreads

  • Techniques for hedging and managing risks inherent in rate trades

  • Assessments of common pitfalls of interest rate trades

  • Lessons from previous market crises

  • Effective methods for understanding the rate volatility market

Your complete guide to trading one of the largest and most liquid markets, Interest Rate Markets is truly an indispensable tool of the trade.

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Descripción John Wiley and Sons Ltd, United Kingdom, 2011. Online resource. Estado de conservación: New. 1. Auflage. Language: English . Brand New Book. 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 and quantitatively managing risks inherent in interest rate trades * Details the common trades which can be used by investors to take views on interest rates in an efficient manner, the methods used to accurately set up these trades, as well as common pitfalls and risks?providing examples from previous market stress events such as 2008 * Includes exclusive access to the Interest Rate Markets Web site which includes commonly used calculations and trade construction methods Interest Rate Markets helps readers to understand the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, rather than focusing on mathematical models. Nº de ref. de la librería AAS9780470932209

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Descripción Wiley, 2011. Hardcover. Estado de conservación: New. 1. Nº de ref. de la librería DADAX0470932201

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Descripción John Wiley and Sons Ltd. Hardback. Estado de conservación: new. BRAND NEW, Interest Rate Markets: A Practical Approach to Fixed Income, Siddhartha Jha, 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 and quantitatively managing risks inherent in interest rate trades * Details the common trades which can be used by investors to take views on interest rates in an efficient manner, the methods used to accurately set up these trades, as well as common pitfalls and risks?providing examples from previous market stress events such as 2008 * Includes exclusive access to the Interest Rate Markets Web site which includes commonly used calculations and trade construction methods Interest Rate Markets helps readers to understand the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, rather than focusing on mathematical models. Nº de ref. de la librería B9780470932209

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Descripción John Wiley and Sons Ltd, United Kingdom, 2011. Online resource. Estado de conservación: New. 1. Auflage. Language: English . Brand New Book. 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 and quantitatively managing risks inherent in interest rate trades * Details the common trades which can be used by investors to take views on interest rates in an efficient manner, the methods used to accurately set up these trades, as well as common pitfalls and risks?providing examples from previous market stress events such as 2008 * Includes exclusive access to the Interest Rate Markets Web site which includes commonly used calculations and trade construction methods Interest Rate Markets helps readers to understand the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, rather than focusing on mathematical models. Nº de ref. de la librería AAS9780470932209

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Descripción Wiley 2011-04-15, Hoboken, N.J., 2011. hardback. Estado de conservación: New. Nº de ref. de la librería 9780470932209

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