How to build a framework for forecasting interest rate marketmovements
With trillions of dollars worth of trades conducted every yearin everything from U.S. Treasury bonds to mortgage-backedsecurities, the U.S. interest rate market is one of the largestfixed income markets in the world.
Interest Rate Markets: A Practical Approach to Fixed Incomedetails the typical quantitative tools used to analyze ratesmarkets; the range of fixed income products on the cash side;interest rate movements; and, the derivatives side of thebusiness.
- Emphasizes the importance of hedging and quantitativelymanaging risks inherent in interest rate trades
- Details the common trades which can be used by investors totake views on interest rates in an efficient manner, the methodsused to accurately set up these trades, as well as common pitfallsand risks?providing examples from previous market stress eventssuch as 2008
- Includes exclusive access to the Interest Rate Markets Web sitewhich includes commonly used calculations and trade constructionmethods
Interest Rate Markets helps readers to understand the structuralnature of the rates markets and to develop a framework for thinkingabout these markets intuitively, rather than focusing onmathematical models
|Item Weight:||1.25 pounds|
|Item Size:||1.5 x 9.1 x 9.1 inches|
|Package Weight:||1.25 pounds|
|Package Size:||6.3 x 1.3 x 1.3 inches|
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