Interest Rate Markets: A Practical Approach to Fixed Income

ISBN-13: 9780470932209
ISBN-10: 0470932201
Edition: 1
Author: Siddhartha Jha
Publication date: 2011
Publisher: Wiley
Format: Hardcover 368 pages
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Book details

ISBN-13: 9780470932209
ISBN-10: 0470932201
Edition: 1
Author: Siddhartha Jha
Publication date: 2011
Publisher: Wiley
Format: Hardcover 368 pages

Summary

Acknowledged authors Siddhartha Jha wrote Interest Rate Markets: A Practical Approach to Fixed Income comprising 368 pages back in 2011. Textbook and eTextbook are published under ISBN 0470932201 and 9780470932209. Since then Interest Rate Markets: A Practical Approach to Fixed Income textbook was available to sell back to BooksRun online for the top buyback price of $ 16.74 or rent at the marketplace.

Description

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

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