Trading the fixed income, inflation and credit markets : a relative value guide /

• Κύριος συγγραφέας: Schofield, Neil C.
• Άλλοι συγγραφείς: Bowler, Troy
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Chichester, West Sussex : Wiley, 2011.
• Σειρά: Wiley finance series.
• Θέματα: Investments.; Finance, Personal.; BUSINESS & ECONOMICS > Investments & Securities.; BUSINESS & ECONOMICS > Investments & Securities > General.; Electronic books.

"In this book, the authors give an applied approach to relative value techniques, showing readers how to decide on the best place to put their money in order to get the best return. They cover multiple asset classes - fixed income, commodities and equities although the main focus is fixed incom...

Πίνακας περιεχομένων:

• Cover; Series Page; Title Page; Copyright; Dedication; Preface; Acknowledgements; About the Authors; Troy Bowler; Neil C. Schofield; Chapter 1: Product Fundamentals; 1.1 Chapter Overview; 1.2 Bond Fundamentals; 1.3 Repurchase Agreements; 1.4 Credit Fundamentals; 1.5 Derivative Fundamentals; Chapter 2: Pricing Relationships; 2.1 Relative Value; 2.2 The Relative Value Triangle; 2.3 Spot Pricing; 2.4 The Spot-Forward Relationship; 2.5 The Spot-Swap Relationship; 2.6 The Forward-Swap Relationship; 2.7 Pricing Options-Relationship With The Underlying Market.