Trading the Fixed Income, Inflation and Credit Markets: A Relative Value Guide
By Neil C. Schofield and Troy Bowler
()
Currently unavailable
Currently unavailable
About this ebook
The book begins by looking at the main derivative products and their pricing interrelationships. It shows that within any asset class there are mathematical relationships that tie together four key building blocks: cash products, forwards/futures, swaps and options. The nature of these interrelationships means that there may be a variety of different ways in which a particular strategy can be expressed. It then moves on to relative value within a fixed income context and looks at strategies that build on the pricing relationships between products as well as those that focus on how to identify the optimal way to express a view on the movement of the yield curve. It concludes by taking the main themes of relative value and showing how they can be applied within other asset classes. Although the main focus is fixed income the book does cover multiple asset classes including credit and inflation.
Written from a practitioner's perspective, the book illustrates how the products are used by including many worked examples and a number of screenshots to ensure that the content is as practical and applied as possible.
Related to Trading the Fixed Income, Inflation and Credit Markets
Titles in the series (100)
Advanced Modelling in Finance using Excel and VBA Rating: 3 out of 5 stars3/5Market Risk Management for Hedge Funds: Foundations of the Style and Implicit Value-at-Risk Rating: 0 out of 5 stars0 ratingsRisk Quantification: Management, Diagnosis and Hedging Rating: 0 out of 5 stars0 ratingsStructured Finance: The Object Oriented Approach Rating: 0 out of 5 stars0 ratingsFinancial Engineering with Finite Elements Rating: 0 out of 5 stars0 ratingsExotic Options and Hybrids: A Guide to Structuring, Pricing and Trading Rating: 4 out of 5 stars4/5An Arbitrage Guide to Financial Markets Rating: 0 out of 5 stars0 ratingsRumors in Financial Markets: Insights into Behavioral Finance Rating: 0 out of 5 stars0 ratingsThe Future of Banking: In a Globalised World Rating: 0 out of 5 stars0 ratingsMulti-moment Asset Allocation and Pricing Models Rating: 0 out of 5 stars0 ratingsAccounting for Derivatives: Advanced Hedging under IFRS Rating: 0 out of 5 stars0 ratingsDerivatives Demystified: A Step-by-Step Guide to Forwards, Futures, Swaps and Options Rating: 3 out of 5 stars3/5Financial Applications using Excel Add-in Development in C / C++ Rating: 0 out of 5 stars0 ratingsModeling and Forecasting Electricity Loads and Prices: A Statistical Approach Rating: 0 out of 5 stars0 ratingsThe Art of Credit Derivatives: Demystifying the Black Swan Rating: 4 out of 5 stars4/5Positive Alpha Generation: Designing Sound Investment Processes Rating: 0 out of 5 stars0 ratingsProperty Derivatives: Pricing, Hedging and Applications Rating: 0 out of 5 stars0 ratingsMacrofinancial Risk Analysis Rating: 0 out of 5 stars0 ratingsRisk Management in Commodity Markets: From Shipping to Agriculturals and Energy Rating: 0 out of 5 stars0 ratingsEquity Valuation: Models from Leading Investment Banks Rating: 0 out of 5 stars0 ratingsCredit Risk Modeling using Excel and VBA Rating: 3 out of 5 stars3/5The LIBOR Market Model in Practice Rating: 0 out of 5 stars0 ratingsBehavioural Finance for Private Banking Rating: 0 out of 5 stars0 ratingsStochastic Claims Reserving Methods in Insurance Rating: 3 out of 5 stars3/5Financial Modelling in Python Rating: 3 out of 5 stars3/5Fourier Transform Methods in Finance Rating: 0 out of 5 stars0 ratingsFinancial Engineering and Arbitrage in the Financial Markets Rating: 0 out of 5 stars0 ratingsPlumbers and Visionaries: Securities Settlement and Europe's Financial Market Rating: 0 out of 5 stars0 ratingsCredit Derivatives: Trading, Investing, and Risk Management Rating: 0 out of 5 stars0 ratingsUnderstanding Islamic Finance Rating: 5 out of 5 stars5/5
Related ebooks
Mathematical Asset Management Rating: 4 out of 5 stars4/5An Introduction to the Bond Markets Rating: 0 out of 5 stars0 ratingsMarket Risk Analysis, Pricing, Hedging and Trading Financial Instruments Rating: 0 out of 5 stars0 ratingsCurrency Overlay Rating: 0 out of 5 stars0 ratingsPricing and Hedging Interest and Credit Risk Sensitive Instruments Rating: 0 out of 5 stars0 ratingsDerivative Instruments: A Guide to Theory and Practice Rating: 5 out of 5 stars5/5Fixed Income Finance: A Quantitative Approach Rating: 0 out of 5 stars0 ratingsMarket Risk Management for Hedge Funds: Foundations of the Style and Implicit Value-at-Risk Rating: 0 out of 5 stars0 ratingsThe Management of Bond Investments and Trading of Debt Rating: 0 out of 5 stars0 ratingsFinancial Economics of Insurance Rating: 0 out of 5 stars0 ratingsCredit Securitisations and Derivatives: Challenges for the Global Markets Rating: 0 out of 5 stars0 ratingsAsset and Risk Management: Risk Oriented Finance Rating: 0 out of 5 stars0 ratingsStructured Finance: The Object Oriented Approach Rating: 0 out of 5 stars0 ratingsCopula Methods in Finance Rating: 0 out of 5 stars0 ratingsThe Futures Bond Basis Rating: 0 out of 5 stars0 ratingsInternational Macroeconomics: A Modern Approach Rating: 0 out of 5 stars0 ratingsPension Finance Rating: 0 out of 5 stars0 ratingsVolatility and Correlation: The Perfect Hedger and the Fox Rating: 4 out of 5 stars4/5Trustee Investment Strategy for Endowments and Foundations Rating: 0 out of 5 stars0 ratingsAccounting for Financial Instruments Rating: 0 out of 5 stars0 ratingsThe Liquidity Theory of Asset Prices Rating: 5 out of 5 stars5/5Portfolio Risk Analysis Rating: 4 out of 5 stars4/5The Economics of Sovereign Debt and Default Rating: 0 out of 5 stars0 ratingsGilt-Edged Market Rating: 0 out of 5 stars0 ratingsAn Introduction to the Mathematics of Financial Derivatives Rating: 5 out of 5 stars5/5Credit Derivatives and Structured Credit: A Guide for Investors Rating: 0 out of 5 stars0 ratingsCredit Risk: From Transaction to Portfolio Management Rating: 0 out of 5 stars0 ratingsMarket Risk Analysis, Practical Financial Econometrics Rating: 0 out of 5 stars0 ratingsThe Mathematics of Derivatives: Tools for Designing Numerical Algorithms Rating: 3 out of 5 stars3/5Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope Rating: 0 out of 5 stars0 ratings
Investments & Securities For You
The Intelligent Investor, Rev. Ed: The Definitive Book on Value Investing Rating: 4 out of 5 stars4/5Principles: Life and Work Rating: 4 out of 5 stars4/5Day Trading For Dummies Rating: 3 out of 5 stars3/5Stock Market Investing for Beginners & Dummies Rating: 5 out of 5 stars5/5Stock Investing For Dummies Rating: 5 out of 5 stars5/5Options Trading Crash Course: The #1 Beginner's Guide to Make Money with Trading Options in 7 Days or Less! Rating: 5 out of 5 stars5/5How to Make Money in Stocks: A Winning System in Good Times and Bad, Fourth Edition Rating: 5 out of 5 stars5/5Don't Start a Side Hustle!: Work Less, Earn More, and Live Free Rating: 5 out of 5 stars5/5Girls That Invest: Your Guide to Financial Independence through Shares and Stocks Rating: 5 out of 5 stars5/5Just Keep Buying: Proven ways to save money and build your wealth Rating: 5 out of 5 stars5/5ABCs of Buying Rental Property: How You Can Achieve Financial Freedom in Five Years Rating: 5 out of 5 stars5/5The Little Book of Common Sense Investing: The Only Way to Guarantee Your Fair Share of Stock Market Returns Rating: 4 out of 5 stars4/5Buy, Rehab, Rent, Refinance, Repeat: The BRRRR Rental Property Investment Strategy Made Simple Rating: 5 out of 5 stars5/5How to Invest in Real Estate: The Ultimate Beginner's Guide to Getting Started Rating: 5 out of 5 stars5/5Disrupting Sacred Cows: Navigating and Profiting in the New Economy Rating: 0 out of 5 stars0 ratingsReal Estate by the Numbers: A Complete Reference Guide to Deal Analysis Rating: 0 out of 5 stars0 ratingsABCs of Property Management: What You Need to Know to Maximize Your Money Now Rating: 5 out of 5 stars5/5Buy Then Build: How Acquisition Entrepreneurs Outsmart the Startup Game Rating: 5 out of 5 stars5/5
Reviews for Trading the Fixed Income, Inflation and Credit Markets
0 ratings0 reviews