Interest Rate Markets + Web Site
A Practical Approach to Fixed IncomeeBook - 2011
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.
Publisher: Hoboken : John Wiley & Sons, 2011
Characteristics: 1 online resource (366 pages)